3 citations · 17 across the 26 of their papers we have counts for
5 papers · 1 filter
Multi-scale Invariant Fields: Estimation and Prediction
H. Ghasemi, S. Rezakhah, N. Modarresi
Extending the concept of multi-selfsimilar random field we study multi-scale invariant (MSI) fields which have component-wise discrete scale invariant property. Assuming scale para…
Hurst estimation of scale invariant processes with drift and stationary increments
N. Modarresi, S. Rezakhah
The characteristic feature of the discrete scale invariant (DSI) processes is the invariance of their finite dimensional distributions by dilation for certain scaling factor. DSI p…
Inference of for two-parameter Rayleigh distribution based on progressively censored samples
Akram Kohansal, Saeid Rezakhah
Based on independent progressively Type-II censored samples from two-parameter Rayleigh distributions with the same location parameter but different scale parameters, the UMVUE and…
Robust mixture modelling using sub-Gaussian stable distribution
Mahdi Teimouri, Saeid Rezakhah, Adel Mohammdpour
Heavy-tailed distributions are widely used in robust mixture modelling due to possessing thick tails. As a computationally tractable subclass of the stable distributions, sub-Gauss…
Smooth Transition HYGARCH Model: Stability and Forecasting
Ferdous Mohammadi, Saeid Rezakhah
HYGARCH process is the commonly used long memory process in modeling the long-rang dependence in volatility. Financial time series are characterized by transition between phases of…