N. Modarresi

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 2010Show all

2 papers · 1 filter

math.PR2010

A new structure for analyzing discrete scale invariant processes: Covariance and Spectra

N . Modarresi, S . Rezakhah

Improving the efficiency of discrete time scale invariant (DSI) processes, we consider some flexible sampling of a continuous time DSI process $X (t), t \in R^{+}$ with scale $l > 1$ ,…

math.PR2010★ 1 cited

Certain Periodically Correlated Multi-component Locally Stationary Processes

N. Modarresi, S. Rezakhah

By introducing $X^{l s} (t)$ as a random mixture of two stationary processes where the time dependent random weights have exponentially convex covariance, we show that this process h…