Ehsan Azmoodeh

Necessary and sufficient conditions for Hölder continuity of Gaussian processes

Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari et al. · Statistics & Probability Letters · 2014 · 49 citations · Full text

Engineering, Integrable Probability, Stochastic Processes +5

Parameter estimation based on discrete observations of fractional Ornstein–Uhlenbeck process of the second kind

Ehsan Azmoodeh, Lauri Viitasaari · Statistical Inference for Stochastic Processes · 2014 · 44 citations

Numerical Analysis, Parameter Estimation, Parameter Identification +9

Drift parameter estimation for fractional Ornstein–Uhlenbeck process of the second kind

Ehsan Azmoodeh, José Igor Morlanes · Statistics · 2013 · 32 citations

Fractional Brownian Motion, Engineering, Fractional-order System +14

A bound on the Wasserstein-2 distance between linear combinations of independent random variables

Benjamin Arras, Ehsan Azmoodeh, Guillaume Poly et al. · Stochastic Processes and their Applications · 2018 · 30 citations · Full text

Engineering, Information Theory, Independent Random Variables +9

Generalization of the Nualart–Peccati criterion

Ehsan Azmoodeh, Dominique Malicet, Guillaume Mijoule et al. · The Annals of Probability · 2016 · 29 citations · Full text

Fourth Moment, Central Convergence, Integrable Probability +5