A. R. Nematollahi

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Person:388524

Available identifiers

zbMath Open nematollahi.a-rMaRDI QIDQ388524

List of research outcomes





PublicationDate of PublicationType
Time series clustering based on latent volatility mixture modeling with applications in finance2025-01-09Paper
On the vector-valued generalized autoregressive models2023-09-19Paper
On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled t-distributed innovations2023-07-11Paper
Longitudinal functional nonlinear marginal mixed effect models2022-07-05Paper
PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models2022-07-01Paper
Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms2022-06-28Paper
Generalized mixed \(\delta\)-shock models with random interarrival times and magnitude of shocks2021-11-24Paper
On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations2020-04-27Paper
Typical decision problems in the first-order autoregressive time series2020-03-27Paper
Assessment of a generalized discrete time mixed \(\delta\)-shock model for the multi-state systems2019-11-05Paper
Periodic autoregressive models with closed skew-normal innovations2019-08-19Paper
Autoregressive models with mixture of scale mixtures of Gaussian innovations2018-07-26Paper
On periodically correlated wide-sense Markov processes2018-03-26Paper
Comparison of spatial interpolation methods in the first order stationary multiplicative spatial autoregressive models2017-11-03Paper
Bayesian approach to epsilon-skew-normal family2017-10-10Paper
On the estimation of missing values in AR(1) model with exponential innovations2017-07-27Paper
On discrete-time stable multiple Markov processes2017-04-27Paper
The modified exponential-geometric distribution2016-05-25Paper
A note on the Bayesian inference for generalized multivariate gamma distribution2014-07-15Paper
Some aspects of the mean past lifetime of a parallel system under double regularly checking2014-03-14Paper
A weighted pairwise likelihood approach to multivariate AR(1) models2013-12-30Paper
The Two-Piece Normal-Laplace Distribution2012-11-12Paper
https://portal.mardi4nfdi.de/entity/Q35805342010-08-13Paper
On the sufficient statistics for multivariate ARMA models: approximate approach2009-09-14Paper
On the Mean Past and the Mean Residual Life Under Double Monitoring2008-05-19Paper
https://portal.mardi4nfdi.de/entity/Q54228772007-10-30Paper
On covariance generating functions and spectral densities of periodically correlated autoregressive processes2007-03-19Paper
An inequality involving correlations2006-04-28Paper
Discrete time periodically correlated Markov processes2002-02-18Paper

Research outcomes over time

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