Farzad Sabzikar

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
Boosting the HP filter for trending time series with long-range dependence Econometric Reviews	2025-05-13	Paper
Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data Chaos	2024-06-26	Paper
Tempered functional time series Journal of Time Series Analysis	2023-08-24	Paper
Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model Journal of Physics A: Mathematical and Theoretical	2022-11-14	Paper
How does tempering affect the local and global properties of fractional Brownian motion? Journal of Theoretical Probability	2022-03-17	Paper
Asymptotic theory for regression models with fractional local to unity root errors Metrika	2021-09-28	Paper
Parsimonious time series modeling for high frequency climate data Journal of Time Series Analysis	2021-07-16	Paper
Fcaa Related News, Events and Books (Fcaa—Volume 23–5–2020) Fractional Calculus and Applied Analysis	2021-03-31	Paper
Tempered fractional Brownian motion: wavelet estimation, modeling and testing Applied and Computational Harmonic Analysis	2021-03-26	Paper
On multivariate fractional random fields: tempering and operator-stable laws Journal of Mathematical Analysis and Applications	2021-02-25	Paper
On the empirical process of tempered moving averages Statistics & Probability Letters	2020-12-18	Paper
Asymptotic theory for near integrated processes driven by tempered linear processes Journal of Econometrics	2020-03-20	Paper
On fractional Lévy processes: tempering, sample path properties and stochastic integration Journal of Statistical Physics	2020-02-26	Paper
Parameter estimation for ARTFIMA time series Journal of Statistical Planning and Inference	2019-08-09	Paper
Invariance principles for tempered fractionally integrated processes Stochastic Processes and their Applications	2018-10-31	Paper
Tempered fractional Brownian and stable motions of second kind Statistics & Probability Letters	2017-12-22	Paper
Tempered fractional calculus Journal of Computational Physics	2016-12-05	Paper
Tempered Hermite process Modern Stochastics. Theory and Applications	2016-11-15	Paper
Tempered fractional stable motion Journal of Theoretical Probability	2016-06-27	Paper
Stochastic integration for tempered fractional Brownian motion Stochastic Processes and their Applications	2014-08-28	Paper
Invariance principle for tempered fractional time series models	2014-07-15	Paper
Tempered fractional Brownian motion Statistics & Probability Letters	2014-02-19	Paper

Research outcomes over time

This page was built for person: Farzad Sabzikar