Alireza Nematollahi

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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!

PublicationDate of PublicationType
A time-varying GARCH mixed-effects model for isolating high- and low- frequency volatility and co-volatility
Statistical Modelling
2025-01-22Paper
Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture
Journal of Computational and Applied Mathematics
2023-10-30Paper
Life distribution properties of a new \(\delta \)-shock model
Communications in Statistics: Theory and Methods
2022-05-18Paper
On convergence of sample and population Hilbertian functional principal components
 
2019-01-25Paper
Properties and inference for a new class of skew-\(t\) distributions
Communications in Statistics. Simulation and Computation
2016-10-26Paper
Concomitants of multivariate order statistics from multivariate elliptical distributions
Communications in Statistics. Theory and Methods
2016-05-25Paper


Research outcomes over time


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