The following pages link to Mohammad Reza Mahmoudi (Q724796):
Displaying 27 items.
- Testing the difference between two independent time series models (Q724799) (← links)
- A new method to detect periodically correlated structure (Q1695432) (← links)
- A new method to compare the spectral densities of two independent periodically correlated time series (Q1997541) (← links)
- Corrigendum to: ``A computational technique to classify several fractional Brownian motion processes'' (Q2112972) (← links)
- Numerical study of nonlinear 2D optimal control problems with multi-term variable-order fractional derivatives in the Atangana-Baleanu-Caputo sense (Q2120487) (← links)
- Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models (Q2123619) (← links)
- A computational technique to classify several fractional Brownian motion processes (Q2145498) (← links)
- Nonlinear transient thermo-elastoplastic analysis of temperature-dependent FG plates using an efficient 3D meshless model (Q2158536) (← links)
- Chebyshev cardinal wavelets and their application in solving nonlinear stochastic differential equations with fractional Brownian motion (Q2207972) (← links)
- Chebyshev cardinal wavelets for nonlinear stochastic differential equations driven with variable-order fractional Brownian motion (Q2213090) (← links)
- Robust mixture modeling based on two-piece scale mixtures of normal family (Q2306303) (← links)
- Bayesian inference on power Lindley distribution based on different loss functions (Q2330493) (← links)
- On kurtoses of two symmetric or asymmetric populations (Q2656077) (← links)
- Testing the difference between two independent regression models (Q2832628) (← links)
- (Q4982393) (← links)
- (Q4982551) (← links)
- Social Network Optimization for Cluster Ensemble Selection (Q4988940) (← links)
- Prediction for the processes with almost cyclostationary structure (Q5036909) (← links)
- Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models (Q5078113) (← links)
- On the ratio of two independent skewnesses (Q5078372) (← links)
- CYCLOCOPULA TECHNIQUE TO STUDY THE RELATIONSHIP BETWEEN TWO CYCLOSTATIONARY TIME SERIES WITH FRACTIONAL BROWNIAN MOTION ERRORS (Q5101526) (← links)
- SKEWED AUTO-REGRESSIVE PROCESS WITH EXOGENOUS INPUT VARIABLES: AN APPLICATION IN THE ADMINISTERED VACCINE DOSES ON COVID-19 SPREAD (Q5101539) (← links)
- On comparing, classifying and clustering several dependent regression models (Q5107456) (← links)
- Asymmetric heavy-tailed vector auto-regressive processes with application to financial data (Q5107711) (← links)
- Testing the equality of two independent regression models (Q5160226) (← links)
- A note on limiting distribution of the sample auto-covariance function for the first-order autoregressive (AR(1)) model (Q5864793) (← links)
- Evaluating the relationship between two periodically correlated processes with Mandelbrot-Van Ness fractional Brownian motion errors using periodic copula (Q5887957) (← links)
