N. Modarresi
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Person:6100206
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 |
|---|---|---|
| Semi-Lévy-driven CARMA process: estimation and prediction Journal of Statistical Theory and Practice | 2023-06-22 | Paper |
| Certain Semi-L\'evy Driven CARMA Processes: Estimation and Forecasting | 2019-12-20 | Paper |
| Semi-Levy driven continuous-time GARCH process | 2018-12-27 | Paper |
| Continuous-time GARCH process driven by semi-L\'evy process | 2018-03-02 | Paper |
| Modeling credit default swap premiums with stochastic recovery rate | 2017-06-18 | Paper |
| Structure of continuous-time ARMA process driven by semi-Levy measure | 2016-10-05 | Paper |
| Characterization of discrete scale invariant Markov sequences Communications in Statistics. Theory and Methods | 2016-08-29 | Paper |
| A new structure for analyzing discrete scale invariant processes: covariance and spectra Journal of Statistical Physics | 2013-12-02 | Paper |
| Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes | 2012-07-10 | Paper |
Research outcomes over time
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