| Publication | Date of Publication | Type |
|---|
Semi-Lévy-driven CARMA process: estimation and prediction
Journal of Statistical Theory and Practice | 2023-06-22 | Paper |
Markov switch smooth transition HYGARCH model: stability and estimation
Communications in Statistics: Theory and Methods | 2022-05-18 | Paper |
Innovative methods for modeling of scale invariant processes
Communications in Statistics: Theory and Methods | 2021-10-28 | Paper |
Markov switching asymmetric GARCH model: stability and forecasting
Statistical Papers | 2020-07-14 | Paper |
Modified entropy estimators for testing normality
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
| Certain Semi-L\'evy Driven CARMA Processes: Estimation and Forecasting | 2019-12-20 | Paper |
Inference of \(R=P(Y<X)\) for two-parameter Rayleigh distribution based on progressively censored samples
Statistics | 2019-01-28 | Paper |
Semi-Levy driven continuous-time GARCH process
(available as arXiv preprint) | 2018-12-27 | Paper |
\(U\)-statistic for multivariate stable distributions
Journal of Probability and Statistics | 2018-08-14 | Paper |
EM algorithm for symmetric stable mixture model
Communications in Statistics. Simulation and Computation | 2018-06-01 | Paper |
| Flexible Cholesky GARCH model with time dependent coefficients | 2018-05-29 | Paper |
| On Time-Varying Amplitude HGARCH Mode | 2018-03-19 | Paper |
| Continuous-time GARCH process driven by semi-L\'evy process | 2018-03-02 | Paper |
Markov Switch Smooth Transition HYGARCH Model: Stability and Estimation
(available as arXiv preprint) | 2018-03-02 | Paper |
Domain of attraction of normal law and zeros of random polynomials
Bulletin of the Iranian Mathematical Society | 2017-10-25 | Paper |
| Structure of continuous-time ARMA process driven by semi-Levy measure | 2016-10-05 | Paper |
Discretization of continuous time discrete scale invariant processes: estimation and spectra
Journal of Statistical Physics | 2016-09-22 | Paper |
Characterization of discrete scale invariant Markov sequences
Communications in Statistics. Theory and Methods | 2016-08-29 | Paper |
Two new estimators of entropy for testing normality
Communications in Statistics. Theory and Methods | 2016-08-29 | Paper |
Markov switching component GARCH model: stability and forecasting
Communications in Statistics. Theory and Methods | 2016-08-22 | Paper |
The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes
Communications in Statistics. Theory and Methods | 2016-05-25 | Paper |
Parameter estimation of type-II hybrid censored weighted exponential distribution
Communications in Statistics. Simulation and Computation | 2015-06-24 | Paper |
Certain periodically correlated multicomponent locally stationary processes
Theory of Probability & Its Applications | 2015-06-15 | Paper |
The CUSUM test for detecting structural changes in strong mixing processes
Communications in Statistics: Theory and Methods | 2014-11-26 | Paper |
Random algebraic polynomials with increasing variance of the coefficients
Neural, Parallel & Scientific Computations | 2014-01-03 | Paper |
A new structure for analyzing discrete scale invariant processes: covariance and spectra
Journal of Statistical Physics | 2013-12-02 | Paper |
Hidden Markov mixture autoregressive models: stability and moments
Communications in Statistics: Theory and Methods | 2013-05-13 | Paper |
| Two New Entropy Estimators for Testing Exponentiality with Type-II Censored Data | 2012-07-13 | Paper |
| Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes | 2012-07-10 | Paper |
New features on real zeros of random polynomials
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2012-06-09 | Paper |
On the average number of sharp crossings of certain Gaussian random polynomials
Bulletin of the Iranian Mathematical Society | 2011-11-22 | Paper |
| Hidden Markov Mixture Autoregressive Models: Parameter Estimation | 2011-05-14 | Paper |
A new three-parameter ageing distribution
Journal of Statistical Planning and Inference | 2011-04-15 | Paper |
Spectral analysis of multi-dimensional self-similar Markov processes
Journal of Physics A: Mathematical and Theoretical | 2010-04-29 | Paper |
Germ fields for harmonizable symmetric stable processes with rational spectral densities
Rocky Mountain Journal of Mathematics | 2009-04-07 | Paper |
On the average number of level crossings of certain Gaussian random polynomials
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2009-02-04 | Paper |
Expected number of local maxima of some Gaussian random polynomials
Bulletin of the Iranian Mathematical Society | 2008-10-20 | Paper |
Expected Number of Slope Crossings of Certain Gaussian Random Polynomials
Stochastic Analysis and Applications | 2008-04-29 | Paper |
A structural fatigue design by using random polynomials with wave coefficients.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
On the Expected Number of Real Zeros of Certain Gaussian Random Polynomials
Stochastic Analysis and Applications | 2003-02-24 | Paper |
| scientific article; zbMATH DE number 1517284 (Why is no real title available?) | 2001-09-11 | Paper |
