32 citations · 100 across the 28 of their papers we have counts for
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Fourth Moment Theorems for Markov Diffusion Generators
Ehsan Azmoodeh, Simon Campese, Guillaume Poly
Inspired by the insightful article arXiv:1210.7587, we revisit the Nualart-Peccati-criterion arXiv:math/0503598 (now known as the Fourth Moment Theorem) from the point of view of s…
Generalization of the Nualart-Peccati criterion
Ehsan Azmoodeh, Dominique Malicet, Guillaume Mijoule +1
The celebrated Nualart-Peccati criterion [Ann. Probab. 33 (2005) 177-193] ensures the convergence in distribution toward a standard Gaussian random variable of a given sequence…
Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind
Ehsan Azmoodeh, Lauri Viitasaari
Fractional Ornstein-Uhlenbeck process of the second kind is solution of the Langevin equation wit…
Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the Second Kind
Ehsan Azmoodeh, Jose Igor Morlanes
Fractional Ornstein-Uhlenbeck process of the second kind is solution of the Langevin equation wit…