N. Modarresi

Available identifiers

zbMath Open modarresi.navidehMaRDI QIDQ6100206

List of research outcomes

Publication	Date of Publication	Type
Semi-Lévy-driven CARMA process: estimation and prediction	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	2016-08-29	Paper
A new structure for analyzing discrete scale invariant processes: covariance and spectra	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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