Farzad Sabzikar

Available identifiers

zbMath Open sabzikar.farzadMaRDI QIDQ300297

List of research outcomes

Publication	Date of Publication	Type
Tempered functional time series	2023-08-24	Paper
Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model	2022-11-14	Paper
How does tempering affect the local and global properties of fractional Brownian motion?	2022-03-17	Paper
Asymptotic theory for regression models with fractional local to unity root errors	2021-09-28	Paper
Parsimonious time series modeling for high frequency climate data	2021-07-16	Paper
Fcaa Related News, Events and Books (Fcaa—Volume 23–5–2020)	2021-03-31	Paper
Tempered fractional Brownian motion: wavelet estimation, modeling and testing	2021-03-26	Paper
On multivariate fractional random fields: tempering and operator-stable laws	2021-02-25	Paper
On the empirical process of tempered moving averages	2020-12-18	Paper
Asymptotic theory for near integrated processes driven by tempered linear processes	2020-03-20	Paper
On fractional Lévy processes: tempering, sample path properties and stochastic integration	2020-02-26	Paper
Parameter estimation for ARTFIMA time series	2019-08-09	Paper
Invariance principles for tempered fractionally integrated processes	2018-10-31	Paper
Tempered fractional Brownian and stable motions of second kind	2017-12-22	Paper
Tempered fractional calculus	2016-12-05	Paper
Tempered Hermite process	2016-11-15	Paper
Tempered fractional stable motion	2016-06-27	Paper
Stochastic integration for tempered fractional Brownian motion	2014-08-28	Paper
Invariance principle for tempered fractional time series models	2014-07-15	Paper
Tempered fractional Brownian motion	2014-02-19	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Farzad Sabzikar