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HEIDARI Akram

ORCID
0000-0003-4893-3187
Main Referenced Co-authors
PODOLSKIJ, Mark  (3)
AMORINO, Chiara  (1)
Pilipauskaitė, Vytautė (1)
Main Referenced Keywords
Asymptotic normality (2); LAN property (2); Malliavin calculus (2); Applied Mathematics (1); Consistency (1);
Main Referenced Disciplines
Mathematics (4)

Publications (total 4)

The most downloaded
125 downloads
AMORINO, C., HEIDARI, A., Pilipauskaitė, V., & PODOLSKIJ, M. (September 2023). Parameter estimation of discretely observed interacting particle systems. Stochastic Processes and Their Applications, 163, 350 - 386. doi:10.1016/j.spa.2023.06.011 https://hdl.handle.net/10993/58079

The most cited

18 citations (Scopus®)

AMORINO, C., HEIDARI, A., Pilipauskaitė, V., & PODOLSKIJ, M. (September 2023). Parameter estimation of discretely observed interacting particle systems. Stochastic Processes and Their Applications, 163, 350 - 386. doi:10.1016/j.spa.2023.06.011 https://hdl.handle.net/10993/58079

HEIDARI, A. (2025). PARAMETRIC ESTIMATION OF MCKEAN–VLASOV DIFFUSIONS [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/66530

HEIDARI, A., & PODOLSKIJ, M. (2025). Local asymptotic normality for discretely observed McKean-Vlasov diffusions. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/67032.

HEIDARI, A., & PODOLSKIJ, M. (2025). On goodness-of-fit testing for volatility in McKean-Vlasov models. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/67003.

AMORINO, C., HEIDARI, A., Pilipauskaitė, V., & PODOLSKIJ, M. (September 2023). Parameter estimation of discretely observed interacting particle systems. Stochastic Processes and Their Applications, 163, 350 - 386. doi:10.1016/j.spa.2023.06.011
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