Publications
4. Diu Tran (2018): Contributions to the asymptotic study of Hermite driven processes, PhD thesis, University of Luxembourg. PDF and Published Link
My thesis presented new results on Gaussian and non-Gaussian approximation for functionals of correlated stochastic processes which exhibit long-memory and their applications in statistical inference.
3. I. Nourdin and D. Tran (2019): Statistical inference for Vasicek-type model driven by Hermite processes. Stoch. Proc. Appl., 129, no. 10, pp. 3774-3791. PDF, Journal
2. Diu Tran (2019): Asymptotic behavior for quadratic variations of non-Gaussian multiparameter Hermite random fields. Probab. Math. Stat., 39, no. 2, pp. 385-401. PDF, Journal.
1. Diu Tran (2018): Non-central limit theorem for quadratic functionals of Hermite-driven long memory moving average processes, Stoch. Dyn., 18, no. 4, 1850028. PDF, Journal
Others
Fisher information and the multidimensional Fourth Moment Theorem. Written in PhD thesis, pages 21-27, 34-43 and 111-121.
Master Thesis: Anomalous Energy Dissipation in the Dyadic Model, University of Cote d'Azur, Nice, France 2014.
Bachelor Thesis: Spectral Nevanlinna-Pick and Carathéodory-Fejér problem for n <= 3, Hanoi National University of Education, Vietnam 2011.