PublicationsPro

2. Azmoodeh, E., Tikanmäki, H., Valkeila, E. (2010). When does fractional Brownian motion not behave as a continuous function with bounded variation?, Statistics & Probability Letters, Vol 80, Issues 19-20, 1543-1550.

3. Azmoodeh, E., Valkeila, E. (2013). Spectral characterization for the quadratic variation of mixed Brownian fractional Brownian motion, Stat. Inference Stoch. Process. 16, no. 2, 97-112.

4. Azmoodeh, E. (2013). On the fractional Black-Scholes market with transaction costs. Communications in Mathematical Finance, Vol. 2, no.3, 21-40.

5. Azmoodeh, E., Viitasaari, L. (2013). Rate of convergence and discretization of stochastic integrals with respect to fractional Brownian motion. Journal of Theoretical Probability. Vol. 28, Issue 1, 396-422.

6. Azmoodeh, E., Morlanes, I. (2013). Drift parameter estimation for fractional Ornstein-Uhlenbeck process of the Second Kind. Statistics: A Journal of Theoretical and Applied Statistics. Vol. 49, Issue 1, 1-18.

7. Azmoodeh, E., Campese, S., Poly, G. (2014). Fourth Moment Theorems for Markov Diffusion Generators. Journal of Functional Analysis, Vol. 266, no. 4, 2341–2359.

8. Azmoodeh, E., Sottinen, T., Viitasaari, L., Yazigi, A. (2014). Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes. Statistics & Probability Letters, Vol 94, 230-235.

9. Azmoodeh, E., Viitasaari, L. (2014). A general approach to small deviation via concentration of measures. Arxiv

10. Azmoodeh, E., Viitasaari, L. (2015). Parameter estimation based on discrete observations of fractional Ornstein-Uhlenbeck process of the second kind. Stat. Inference Stoch. Process. Vol. 18, Issue 3, 205-227. Arxiv

11. Azmoodeh, E., Sottinen, T., Viitasaari, L. (2015). Asymptotic normality of randomized periodogram for estimating quadratic variation in mixed Brownian--fractional Brownian model. Modern Stochastics: Theory and Applications. Vol. 2 , No. 1, 29-49. Arxiv

12. Azmoodeh, E., Peccati, G., Poly, G. (2015). Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach. Séminaire de Probabilités (Special volume in memory of Marc Yor) 339-367. Arxiv

13. Azmoodeh, E., Peccati, G. (2015). Optimal Berry-Esseen bounds on the Poisson space. Arxiv

14. Azmoodeh, E., Malicet, D., Mijoule, G., Poly, G. (2016). Generalization of the Nualart-Peccati criterion. The Annals of Probability. Vol. 44, No. 2, 924-954. Arxiv

15. Azmoodeh, E., Peccati, G., Poly, G. (2016). The law of iterated logarithm for subordinated Gaussian sequences: uniform Wasserstein bounds. ALEA, Lat. Am. J. Probab. Math. Stat. 13, 659-686. Arxiv

16. Arras, B., Azmoodeh, E., Poly, G., Swan, Y. (2016). Stein's method on the second Wiener chaos : 2-Wasserstein distance. Arxiv

17. Arras, B., Azmoodeh, E., Poly, G, Swan, Y. (2017). A bound on the 2-Wasserstein distance between linear combinations of independent random variables. To appear in Stochastic processes and their applications. Arxiv

18. Azmoodeh, E., Gasbarra, D. (2017). New moments criteria for convergence towards normal product/tetilla laws. Arxiv

19 . Arras, B., Azmoodeh, E., Poly, G., Swan, Y. (2017). Stein characterizations for linear combinations of gamma variables . To appear in Brazilian Journal of Probability and Statistics. Arxiv

20. Azmoodeh, E., Gasbarra, D. (2018). On a new Sheffer class of polynomials related to normal product distribution. To appear in Theory of Probability and Mathematical Statistics. Arxiv

21. Azmoodeh, E., Eichelsbacher, P., Knichel, L. (2018). On the Rate of Convergence to a Gamma Distribution on Wiener Space. Arxiv

22. Azmoodeh, E., Nourdin, I. (2018). Almost sure limit theorems on Wiener chaos: the non-central case. To appear in Electron. Comm. Probab. Arxiv

23. Azmoodeh, E., Peccati, G. (2018). Malliavin-Stein Method: a Survey of Recent Developments. Arxiv

24. Azmoodeh, E., Eichelsbacher, P., Knichel, L. (2019). Optimal Gamma Approximation on Wiener Space. Arxiv

25. Azmoodeh, E., Sottinen, T., Tudor, C. A., Viitasaari, L. (2019). Integration-by-Parts Characterizations of Gaussian Processes. Arxiv

26. Azmoodeh, E., Gasbarra, G., Gaunt, R. (2020). On algebraic Stein operators for Gaussian polynomials. Arxiv

27. Azmoodeh, E., Ljungdahl, M. M., Thäle, C. (2020). Multi-Dimensional Normal Approximation of Heavy-Tailed Moving Averages. Arxiv

28. Azmoodeh, E., Mishura, Y., Sabzikar, F. (2020). How does tempering affect the local and global properties of fractional Brownian motion? Arxiv

PhD Thesis (Aalto University, 2010): Riemann-Stieltjes Integrals with Respect to Fractional Brownian Motion and Applications.

Master Thesis (Sharif University of Technology, 2005): Stochastic Calculus with Respect to Fractional Brownian Motion and its Application in Mathematical Finance.