T. Manouchehri

MaRDI QIDQ2319486zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Robust expert mixtures: handling censored data with normal mean-variance mixture distributions Computational Statistics	2026-08-11	Paper
Mixture modeling, heavy tailedness, asymmetry and conditional heteroskedasticity in financial returns modelling Journal of Statistical Computation and Simulation	2026-01-01	Paper
Estimation and application of the vector-valued AR-GoGARCH models: symmetric and asymmetric innovations Journal of Statistical Computation and Simulation	2025-11-27	Paper
Time series clustering based on latent volatility mixture modeling with applications in finance Mathematics and Computers in Simulation	2025-01-09	Paper
On the vector-valued generalized autoregressive models Journal of Statistical Computation and Simulation	2023-09-19	Paper
PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models Journal of Statistical Computation and Simulation	2022-07-01	Paper
On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations Journal of Statistical Computation and Simulation	2020-04-27	Paper
Periodic autoregressive models with closed skew-normal innovations Computational Statistics	2019-08-19	Paper

Research outcomes over time

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