43 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Amirkabir University of TechnologyIR6 papers
- University of TehranIR3 papers
- Magyar Agrár- és Élettudományi EgyetemHU2 papers
- Shahid Beheshti UniversityIR2 papers
- Budapest University of Economics and BusinessHU1 paper
- Chalmers University of TechnologySE1 paper
- Iran University of Medical SciencesIR1 paper
- Iran University of Science and TechnologyIR1 paper
- Norwegian University of Life SciencesNO1 paper
- Obuda UniversityHU1 paper
- Suwon Research InstituteKR1 paper
- Technische Universität DresdenDE1 paper
4 papers · 1 filter
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…
ACR: a cluster-based routing protocol for VANET
Saeid Pourroostaei Ardakani
Clustering is a technique used in network routing to enhance the performance and conserve the network resources. This paper presents a cluster-based routing protocol for VANET util…
Nonparametric Risk Assessment and Density Estimation for Persistence Landscapes
Soroush Pakniat, Farzad Eskandari
This paper presents approximate confidence intervals for each function of parameters in a Banach space based on a bootstrap algorithm. We apply kernel density approach to estimate…
Continuous-time GARCH process driven by semi-Lévy process
M. Mohammadi, S. Rezakhah, N. Modarresi
In this paper we study the simple semi-Lévy driven continuous-time generalized autoregressive conditionally heteroscedastic (SS-COGARCH) process. The statistical properties of this…