A. R. Nematollahi

Available identifiers

zbMath Open nematollahi.a-rMaRDI QIDQ388524

List of research outcomes

Publication	Date of Publication	Type
Time series clustering based on latent volatility mixture modeling with applications in finance	2025-01-09	Paper
On the vector-valued generalized autoregressive models	2023-09-19	Paper
On accelerating the EM-based algorithms for the VAR(1) models with multivariate generalized scaled t-distributed innovations	2023-07-11	Paper
Longitudinal functional nonlinear marginal mixed effect models	2022-07-05	Paper
PAR(1) model analysis: a web-based shiny application for analysing periodic autoregressive models	2022-07-01	Paper
Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms	2022-06-28	Paper
Generalized mixed \(\delta\)-shock models with random interarrival times and magnitude of shocks	2021-11-24	Paper
On the estimation problem of periodic autoregressive time series: symmetric and asymmetric innovations	2020-04-27	Paper
Typical decision problems in the first-order autoregressive time series	2020-03-27	Paper
Assessment of a generalized discrete time mixed \(\delta\)-shock model for the multi-state systems	2019-11-05	Paper
Periodic autoregressive models with closed skew-normal innovations	2019-08-19	Paper
Autoregressive models with mixture of scale mixtures of Gaussian innovations	2018-07-26	Paper
On periodically correlated wide-sense Markov processes	2018-03-26	Paper
Comparison of spatial interpolation methods in the first order stationary multiplicative spatial autoregressive models	2017-11-03	Paper
Bayesian approach to epsilon-skew-normal family	2017-10-10	Paper
On the estimation of missing values in AR(1) model with exponential innovations	2017-07-27	Paper
On discrete-time stable multiple Markov processes	2017-04-27	Paper
The modified exponential-geometric distribution	2016-05-25	Paper
A note on the Bayesian inference for generalized multivariate gamma distribution	2014-07-15	Paper
Some aspects of the mean past lifetime of a parallel system under double regularly checking	2014-03-14	Paper
A weighted pairwise likelihood approach to multivariate AR(1) models	2013-12-30	Paper
The Two-Piece Normal-Laplace Distribution	2012-11-12	Paper
https://portal.mardi4nfdi.de/entity/Q3580534	2010-08-13	Paper
On the sufficient statistics for multivariate ARMA models: approximate approach	2009-09-14	Paper
On the Mean Past and the Mean Residual Life Under Double Monitoring	2008-05-19	Paper
https://portal.mardi4nfdi.de/entity/Q5422877	2007-10-30	Paper
On covariance generating functions and spectral densities of periodically correlated autoregressive processes	2007-03-19	Paper
An inequality involving correlations	2006-04-28	Paper
Discrete time periodically correlated Markov processes	2002-02-18	Paper

Research outcomes over time

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