Ehsan Azmoodeh
- How does tempering affect the local and global properties of fractional\n Brownian motion?
2020/05/23 by Ehsan Azmoodeh, Azmoodeh, Ehsan, Yuliya Mishura +3 · 1 citation
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
- Optimal Variance--Gamma approximation on the second Wiener chaos
2021/06/30 by Ehsan Azmoodeh, Azmoodeh, Ehsan, Peter Eichelsbacher +3 · 1 citation
Mathematics · #FOS: Mathematics #Geometry and complex manifolds #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics
- Necessary and Sufficient Conditions for Hölder Continuity of Gaussian Processes
2014/03/10 by Ehsan Azmoodeh, Tommi Sottinen, Azmoodeh, Ehsan +5 · 1 citation
Engineering · Mathematics · Medicine · #60G15 #60G17 #60G18 #FOS: Mathematics #Field-Flow Fractionation Techniques #Probability (math.PR) #Spaceflight effects on biology #Statistical and numerical algorithms
- Parameter estimation based on discrete observations of fractional\n Ornstein-Uhlenbeck process of the second kind
2013/04/09 by Ehsan Azmoodeh, Lauri Viitasaari, Azmoodeh, Ehsan +1 · 1 citation
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Complex Systems and Time Series Analysis