32 citations · 100 across the 28 of their papers we have counts for
5 papers · 1 filter
Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian--fractional Brownian model
Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari
We study asymptotic normality of the randomized periodogram estimator of quadratic variation in the mixed Brownian--fractional Brownian model. In the semimartingale case, that is,…
Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach
Ehsan Azmoodeh, Giovanni Peccati, Guillaume Poly
We investigate the problem of finding necessary and sufficient conditions for convergence in distribution towards a general finite linear combination of independent chi-squared ran…
A general approach to small deviation via concentration of measures
Ehsan Azmoodeh, Lauri Viitasaari
We provide a general approach to obtain upper bounds for small deviations in different norms, namely the supremum and - Hölder norms. The larg…
Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes
Ehsan Azmoodeh, Tommi Sottinen, Lauri Viitasaari +1
The continuity of Gaussian processes is extensively studied topic and it culminates in the Talagrand's notion of majorizing measures that gives complicated necessary and sufficient…
The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds
Ehsan Azmoodeh, Giovanni Peccati, Guillaume Poly
We develop a new method for showing that a given sequence of random variables verifies an appropriate law of the iterated logarithm. Our tools involve the use of general estimates…