output
20162023
most citedLeader Cultural Intelligence and Organizational Performance

43 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing math.PRShow all

3 papers · 1 filter

math.PR2019

Certain Semi-Lévy Driven CARMA Processes: Estimation and Forecasting

N. Modarresi, S. Rezakhah, M. Mohammadi

Continuous-time autoregressive moving average (CARMA) process driven by simple semi-Lévy process has periodically correlated property with many potential application in finance. In…

math.PR2018

Semi-Levy driven continuous-time GARCH process

M. Mohammadi, S. Rezakhah, N. Modarresi

We study the class of semi-Levy driven continuous-time GARCH, denoted by SLD-COGARCH, process. The statistical properties of this process are characterized. We show that the state…

math.PR2016★ 2 cited

Structure of continuous-time ARMA process driven by semi-Levy measure

N. Modarresi, S. Rezakhah, S. Shoaee

A class of continuous-time autoregressive moving average (CARMA) process driven by simple semi-Levy measure is defined and its properties are studied. We discuss some new insights…