3 citations · 17 across the 26 of their papers we have counts for
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stat.ME2013★ 2 cited
Testing Exponentiality Based on Rényi Entropy With Progressively Type-II Censored Data
Akram Kohansal, Saeid Rezakhah
We express the joint Rényi entropy of progressively censored order statistics in terms of an incomplete integral of the hazard function, and provide a simple estimate of the joint…
stat.ME2013★ 1 cited
Markov Switching Component ARCH Model: Stability and Forecasting
N. Alemohammad, S. Rezakhah, S. H. Alizadeh
This paper introduces an extension of the Markov switching GARCH model where the volatility in each state is a convex combination of two different GARCH components with time varyin…