A. R. Soltani

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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!

PublicationDate of PublicationType
ARMA autocorrelation analysis: parameter estimation and goodness of fit test
Journal of the Iranian Statistical Society JIRSS
2024-04-30Paper
Recursive integral equations for random weights averages: exponential functions and Cauchy distribution
Statistics & Probability Letters
2022-09-30Paper
On the spectral coherence between two periodically correlated processes
The Canadian Journal of Statistics
2022-08-02Paper
Some analytical results on bivariate stable distributions with an application in operational risk
Quantitative Finance
2022-07-22Paper
Longitudinal functional nonlinear marginal mixed effect models
Communications in Statistics. Simulation and Computation
2022-07-05Paper
Averages for multivariate random vectors with random weights: distributional characterization and application2020-12-29Paper
A note on the Cauchy-type mixture distributions
Journal of Statistical Computation and Simulation
2020-04-22Paper
Typical decision problems in the first-order autoregressive time series
Journal of Statistical Computation and Simulation
2020-03-27Paper
Classes of power semicircle laws that are randomly weighted average distributions
Journal of Statistical Computation and Simulation
2020-03-12Paper
Tests for detecting hidden periodicities in functional time series2020-02-17Paper
On a class of spatial renewal processes: renewal processes synchronization probabilities
Statistics & Probability Letters
2020-01-20Paper
A pivot function and its limiting distribution: applications in goodness of fit and testing hypothesis
Statistics
2019-12-17Paper
On a linear functional mixed effect model for spatial data
Journal of the Iranian Statistical Society
2019-12-13Paper
Interpolation for second order stationary random fields: time domain recipe
Rocky Mountain Journal of Mathematics
2019-08-02Paper
Hilbertian spatial periodically correlated first order autoregressive models
Advances in Data Analysis and Classification. ADAC
2019-06-03Paper
On convergence of sample and population Hilbertian functional principal components2019-01-25Paper
scientific article; zbMATH DE number 6919724 (Why is no real title available?)2018-08-16Paper
Limiting behavior of random Stieltjes partial sum: adjusted method of moments estimators
Communications in Statistics: Theory and Methods
2017-11-03Paper
Domain of attraction of normal law and zeros of random polynomials
Bulletin of the Iranian Mathematical Society
2017-10-25Paper
First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem
Journal of Mathematical Analysis and Applications
2017-01-17Paper
Forward moving average representations for MA processes of finite order: multivariate stationary and periodically correlated
Communications in Statistics. Theory and Methods
2016-06-28Paper
Modelling cluster detection in spatial scan statistics: formation of a spatial Poisson scanning window and an ADHD case study
Statistics & Probability Letters
2016-04-22Paper
Simulation of Real Discrete Time Gaussian Multivariate Stationary Processes with Given Spectral Densities
Journal of Time Series Analysis
2015-11-13Paper
An Alternative Cluster Detection Test in Spatial Scan Statistics
Communications in Statistics: Theory and Methods
2015-07-29Paper
On the asymptotic behavior of randomly weighted averages
Statistics & Probability Letters
2015-04-01Paper
On adjusted method of moments estimators on uniform distribution samples
Metron
2015-01-28Paper
Semi-Markov and reward fields
Statistics & Probability Letters
2014-10-27Paper
An extension theorem for finite positive measures on surfaces of finite dimensional unit balls in Hilbert spaces
Bulletin of the Iranian Mathematical Society
2014-10-27Paper
Periodically correlated and multivariate symmetric stable processes related to periodic and cyclic flows
Bulletin of the Iranian Mathematical Society
2014-10-22Paper
Testing the log-normal mean: comparison of four test methods
Journal of Applied Probability and Statistics
2013-11-11Paper
A new computational test procedure based on the adjusted method of moments
Journal of Applied Probability and Statistics
2013-07-10Paper
Conditional expectation of weak random elements
Iranian Journal of Science and Technology, Transactions A: Science
2013-06-27Paper
A class of continuous kernels and Cauchy type heavy tail distributions
Statistics & Probability Letters
2013-05-13Paper
An interpolation algorithm for multivariate ARMA processes
Metron
2012-11-16Paper
Periodically correlated autoregressive Hilbertian processes
Statistical Inference for Stochastic Processes
2012-09-28Paper
On distribution of randomly ordered uniform incremental weighted averages: divided difference approach
Statistics & Probability Letters
2012-07-05Paper
Asymptotic distribution for periodograms of infinite dimensional discrete time periodically correlated processes
Journal of Multivariate Analysis
2011-06-29Paper
A representation for characteristic functionals of stable random measures with values in Sazonov spaces
Bulletin of the Iranian Mathematical Society
2011-05-31Paper
Continuity and Analysis of Sequences of Principal Components
Communications in Statistics: Theory and Methods
2010-12-20Paper
Forward moving average representation in multivariate MA(1) processes
Communications in Statistics: Theory and Methods
2010-05-21Paper
Thresholds of moving averages of stationary processes for given target significant levels
Computational Statistics
2010-04-22Paper
Inference on periodograms of infinite dimensional discrete time periodically correlated processes
Journal of Multivariate Analysis
2010-01-12Paper
Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes
Stochastic Analysis and Applications
2009-05-05Paper
Germ fields for harmonizable symmetric stable processes with rational spectral densities
Rocky Mountain Journal of Mathematics
2009-04-07Paper
Estimating stationary components of spectrums of discrete time evolutionary processes.2008-11-19Paper
On Spectral Domain of Periodically Correlated Processes
Theory of Probability & Its Applications
2008-08-21Paper
Moving Average Representations for Multivariate Stationary Processes
Journal of Time Series Analysis
2008-06-18Paper
Simulation of Real-Valued Discrete-Time Periodically Correlated Gaussian Processes with Prescribed Spectral Density Matrices
Journal of Time Series Analysis
2008-06-18Paper
On infinite dimensional discrete time periodically correlated processes
Rocky Mountain Journal of Mathematics
2008-03-14Paper
On Thresholds of Moving Averages with Given On-Target Significant Levels
Communications in Statistics: Theory and Methods
2008-01-23Paper
Exact formulas for the moments of the first passage time of reward processes2007-04-27Paper
Simple Random Measures and Simple Processes
Theory of Probability & Its Applications
2007-04-02Paper
Periodograms asymptotic distributions in periodically correlated processes and multivariate stationary processes: An alternative approach
Journal of Statistical Planning and Inference
2007-03-27Paper
On covariance generating functions and spectral densities of periodically correlated autoregressive processes
Journal of Applied Mathematics and Stochastic Analysis
2007-03-19Paper
On continuity of the Pearson statistic and sample quantiles
Annals of the Institute of Statistical Mathematics
2006-11-17Paper
An inequality involving correlations
Statistics & Probability Letters
2006-04-28Paper
Decomposition of discrete time periodically correlated and multivariate stationary symmetric stable processes
Stochastic Processes and their Applications
2005-11-16Paper
On simulating exchangeable sub-Gaussian random vectors
Statistics & Probability Letters
2005-04-21Paper
Characterization of Multidimensional Stable Random Measures by Means of Vector Measures
Stochastic Analysis and Applications
2005-01-20Paper
A structural fatigue design by using random polynomials with wave coefficients.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2004-08-26Paper
scientific article; zbMATH DE number 1963494 (Why is no real title available?)2003-08-13Paper
The kth visit in semi-Markov processes
Bulletin of the Iranian Mathematical Society
2003-06-26Paper
On the Expected Number of Real Zeros of Certain Gaussian Random Polynomials
Stochastic Analysis and Applications
2003-02-24Paper
Berman's integral for stable noise
Journal of Mathematical Sciences (New York)
2002-06-16Paper
A characterization theorem for stable random measures
Stochastic Analysis and Applications
2002-04-22Paper
Discrete time periodically correlated Markov processes
Probability and Mathematical Statistics
2002-02-18Paper
scientific article; zbMATH DE number 1278754 (Why is no real title available?)2001-12-19Paper
scientific article; zbMATH DE number 1278754 (Why is no real title available?)2001-12-19Paper
Hilbert spaces formed by strongly harmonizable stable processes
Georgian Mathematical Journal
2001-12-19Paper
Hilbert spaces formed by strongly harmonizable stable processes
Georgian Mathematical Journal
2001-12-19Paper
Exchangeable stable random vectors and their simulations
Computational Statistics
2001-09-23Paper
scientific article; zbMATH DE number 1517284 (Why is no real title available?)2001-09-11Paper
scientific article; zbMATH DE number 1107545 (Why is no real title available?)2000-05-08Paper
scientific article; zbMATH DE number 1241073 (Why is no real title available?)1999-08-02Paper
A spectral representation for weakly periodic sequences of bounded linear transformations
Acta Mathematica Hungarica
1999-05-18Paper
Local time for stable moving average processes: Hölder conditions
Stochastic Processes and their Applications
1999-01-14Paper
On regularity of certain stable processes
Bulletin of the Iranian Mathematical Society
1998-12-06Paper
Reward processes with nonlinear reward functions
Journal of Applied Probability
1997-07-20Paper
A characterization and moving average representation for stable harmonizable processes
Journal of Applied Mathematics and Stochastic Analysis
1997-02-24Paper
scientific article; zbMATH DE number 879750 (Why is no real title available?)1996-06-24Paper
scientific article; zbMATH DE number 796432 (Why is no real title available?)1995-11-26Paper
On dispersion of stable random vectors and its application in the prediction of multivariate stable processes
Journal of Applied Probability
1995-06-30Paper
On the variations of functions of several variables: Local time, Gaussian and stable fields
Bulletin of the Iranian Mathematical Society
1995-06-28Paper
Local nondeterminism for moving average stable processes
Bulletin of the Iranian Mathematical Society
1994-01-05Paper
On spectral representation of multivariate stable processes1994-01-01Paper
On local fluctuations of stable moving average processes
Stochastic Processes and their Applications
1992-09-27Paper
A shock model based on the atoms of Poisson random measure
Bulletin of the Iranian Mathematical Society
1990-01-01Paper
Prediction of stable processes: Spectral and moving average representations
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1984-01-01Paper
Extrapolation and moving average representation for stationary random fields and Beurling's theorem
The Annals of Probability
1984-01-01Paper
scientific article; zbMATH DE number 3808621 (Why is no real title available?)1983-01-01Paper


Research outcomes over time


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