N. Modarresi

Identifiers

• name variant N. Modarresi 0.60 · backfill

Papers (7)

1. Semi-Levy driven continuous-time GARCH process math.PR · 2018 · author #3
2. Continuous-time GARCH process driven by semi-L\'evy process math.ST · 2018 · author #3
3. Hurst estimation of scale invariant processes with drift and stationary increments stat.ME · 2017 · author #1
4. Structure of continuous-time ARMA process driven by semi-Levy measure math.PR · 2016 · author #1
5. Certain Periodically Correlated Multi-component Locally Stationary Processes math.PR · 2010 · author #1
6. Spectral Analysis of Multi-dimensional Self-similar Markov Processes math.PR · 2009 · author #1
7. Characterization of Discrete Time Scale Invariant Markov Sequences math.PR · 2009 · author #1

Mentions

• 1001.0296 #1 · backfill · confidence 0.70 N. Modarresi
• 0907.2295 #1 · backfill · confidence 0.70 N. Modarresi
• 0905.3959 #1 · backfill · confidence 0.70 N. Modarresi

Frequent Coauthors

• S. Rezakhah 7 shared papers
• M. Mohammadi 2 shared papers
• S. Shoaee 1 shared papers