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researcher

N. Modarresi

12 papers hereh-index 469 citations35 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author6
  • middle author1
  • last author4

Across the 11 of 12 papers where every author was matched, so the position is known.

fields
  • math.PR7
  • math.ST2
  • q-fin.PR1
  • stat.AP1
  • stat.ME1

identity via Semantic Scholar / OpenAlex

activity
20092019
most citedSpectral Analysis of Multi-dimensional Self-similar Markov Processes

7 citations · 14 across the 12 of their papers we have counts for

collaborators
Showing 2016 · math.PRShow all

1 paper · 2 filters

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.