داده های ثبت شده در پورتال
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Mohammad Mohammadi, Dr Saeid Rezakhah Varnousefadernai, ?شرهیثا ءخیشققثسه, "Markov Switch semi-Levy Driven CARMA processes ", 14th Seminar on Probability and Stochastic Processes-Vali-e-Asr University of Rafsanjan, August 2023
2
Ferdous Mohammadi Bastani, Dr Saeid Rezakhah Varnousefadernai, Toktam Valizadeh, "Cholesky GARCH model with time-varying coefficients ", 14th Seminar on Probability and Stochastic Processes-Vali-e-Asr University of Rafsanjan, August 2023
3
Hojjat Ghasemi, Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "Multi-scale Invariant Fields: Spectral Representation ", 54th Annual Iranian MAathematics Conference - University of Zanjan, August 2023
4
Navideh Modarresi, Dr Saeid Rezakhah Varnousefadernai, "MODELING SPOT PRICES OF THE ELECTRICITY
MARKET BY QUASI SEMI-LEVY PROCESS ", 54th Annual Iranian Mathematics Conference, August 2023
5
Mohammad Mohammadi, Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "A hybrid SLCARMA-GRUNN model
for modelling periodic high-frequency-data, ", 4th International conference on soft computing, December 2021
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Mohammad Mohammadi, Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "Modeling periodic high-frequency intra-day data ", 3rd International Conference on Data Science and Business Analytics (ICDSBA)i, October 2019
7
Toktam Valizadeh, Dr Saeid Rezakhah Varnousefadernai, "Estimate Dynamic FC for fMRI Data with DCC-GARCH
and Cholesky-GARCH ", 14th Iranian Statistical Conference, August 2018
8
Dr Saeid Rezakhah Varnousefadernai, N. Alemohammad, S.H. Alizadeh, "Makov Switching assymetric Garch Model:Stability and Forecasting ", 39thStochastic Process and its applications(SPA2017)1, July 2017
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N. Modarresi, Dr Saeid Rezakhah Varnousefadernai, "Parameter estimation of CARMA
parameter estimation of CARMA processes with periodically correlated
increments ", 39th Conference on Stochastic Processes and its applications, July 2017
10
Navideh Modarresi, Dr Saeid Rezakhah Varnousefadernai, Shirin Shoaey, "Modeling Certain Financial Markets with Periodically Stationary
Time Series ", The 3rd FINACT-IRAN Conference, IPM, Tehran, 2016, August 2016
11
Dr Saeid Rezakhah Varnousefadernai, Saide Nafiseh Alemohammad, Sasan Hosseinali Zadeh, "An asymmetric Markov switching GARCH model: estimation and forecsting ", The 10th Seminar on Probability and Stochastic Processes, August 2015
12
Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "Periodically Correlated Multi-component Locally Stationary Process ", on Probability and Stochastic ProcessesThe 10 th Seminar, August 2015
13
Navideh Modarresi, Dr Saeid Rezakhah Varnousefadernai, "Generalized continuous time ARMA processes with applications in finance ", SCF2015 Stochastics & Computational Finance from Academia, June 2015
14
Saide Nafiseh Alemohammad, Dr Saeid Rezakhah Varnousefadernai, "A New Markov Switching Model with Logistic Weights ", 15th Workshop in Applied Stochastic Processes, April 2015
15
Navideh Modarresi, Dr Saeid Rezakhah Varnousefadernai, "Structure of Continuous time ARMA processes driven by Semi-Levy measure ", 15th Workshop in Applied Stochastic Processes, April 2015
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Saide Nafiseh Alemohammad, Dr Saeid Rezakhah Varnousefadernai, "Bayesian Inference for Markov Switching Component GARCH Model ", The 8 th Statistical Conference Payame Noor University, February 2015
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Mahdi Teimouri, Dr Saeid Rezakhah Varnousefadernai, Adel Mohammadpour, "Entropy-based goodness-of-fit test for positive stable distribution ", BAYESIAN INFERENCE AND MAXIMUM ENTROPY METHODS IN SCIENCE AND ENGINEERING (MAXENT 2014, September 2014
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Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "Certain Periodically Correlated Multi-component Locally Stationary Processes ", The International Congress of Mathematicians 2014
August 13 - 21, 2014, COEX, Seoul, Korea
The international Congress of Mathematicians 2014- SEOUL ICM 2014, August 2014
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Akram Kohansal, Dr Saeid Rezakhah Varnousefadernai, "On type II hybrid censored weighted
exponential distribution ", 8th World Conference in Probability and Statistics, July 2012
20
Yasaman Maleki Yourtchi, Dr Saeid Rezakhah Varnousefadernai, "The Scale-invariant Wigner Spectrum estimation for Gaussian locally selfsimilar Processes ", 8th World Congress in Probability and Statistics, July 2012
21
Saide Nafiseh Alemohammad, Dr Saeid Rezakhah Varnousefadernai, "Hidden Markov Mixture Autoregressive Conditional Heteroscedastic Model ", 8th World congress in Probability and Statistics, July 2012
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Akram Kohansal, Dr Saeid Rezakhah Varnousefadernai, "Estimation of Scale and Hurst Parameter of Semi Selfsimilar Processes ", 8th- World Congress in Probability and Statistics, July 2012
23
Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "Sequential Estimation of Scale Parameter of Semi-Self-similar Processes ", The 9th International Iranian Workshop on
Stochastic Processes, October 2011
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Fatemeh Azizzadeh Nanekaran, Dr Saeid Rezakhah Varnousefadernai, "Sequential Detection of Structural Changes in Strong Mixing Time Series ", The 9th International Iranian Workshop on
Stochastic Processes, October 2011
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Sasan Hosseinali Zadeh, Dr Saeid Rezakhah Varnousefadernai, "Hidden Markov Mixture Autoregressive Models: Stability and Moments for Order p ", The 9th International Iranian Workshop on
Stochastic Processes, October 2011
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Mahshid Barzegar Tochahi, Dr Saeid Rezakhah Varnousefadernai, "Stochastic Volatility or Autoregressive
Conditional Heteroscedasticity ", Conference on Stochastic Models and their Applications, August 2011
27
Navideh Modarresi, Dr Saeid Rezakhah Varnousefadernai, "Scale parameter estimation method of
Semi-Selfsimilar Processes ", Conference on Stochastic Models and their Applications, August 2011
28
Sasan Hosseinali Zadeh, Dr Saeid Rezakhah Varnousefadernai, "Hidden Markov Mixture Autoregressive Models:
Stability and Moments for Order p ", Conference on Stochastic Models and their Applications, August 2011
29
Dr Saeid Rezakhah Varnousefadernai, Sasan Hosseinali Zadeh, "Hidden Mixture AutoRegressive Models:Stability and Moments ", Workshop on Baysian Inference for Latent Gaussian Models with Applications, February 2011
30
Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "Harmonizable Representation of Back Driving Self-similar Levy Process with Discrete Support ", The 7th International Iranian Workshop on
Stochastic Processes, November 2010
31
Akram Kohansal, Dr Saeid Rezakhah Varnousefadernai, "Locally stationary representation of generalized Ornstein-Uhlenbeck processes ", The 10th Iranian Statistical Conference, August 2010
32
Fatemeh Azizzadeh Nanekaran, Dr Saeid Rezakhah Varnousefadernai, "Filtering by bifractional Brownian motion noise ", The 10th Iranian Statistical Conference, August 2010
33
Navideh Modarresi, Dr Saeid Rezakhah Varnousefadernai, "Flexible Sampling of Semi Self-similar Markov Processes: Covariance and Spectrum ", Flexible Sampling of Semi Self-similar Markov Processes: Covariance and Spectrum, August 2010
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Sasan Hosseinali Zadeh, Dr Saeid Rezakhah Varnousefadernai, "Nonlinear Model For Time Series Using Mixture Of Autoregressive Time Series With Conditional Heteroscedasticity ", The 10th Iranian Statistical Conference, August 2010
35
Saide Nafiseh Alemohammad, Dr Saeid Rezakhah Varnousefadernai, "Prediction of heteroscedasticity time series ", The 10th Iranian Statistical Conference, August 2010
36
Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "Spectral Representation of discrete time Multi-dimensional Self-similar Processes ", EMS2010, 28th European Meeting of Statisticians, August 2010
37
Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "Harmonizable representation of back-driving self-similar Levy process with discrete support ", 6th International Conference on Lévy Processes, July 2010
38
Navideh Modarresi, Dr Saeid Rezakhah Varnousefadernai, "Flexible sampling of semi-selfsimilar Markov
processes: covariance and spectrum ", he International Conference on Trends and Perspectives in Linear Statistical Inference (LinStat2010), July 2010
39
Navideh Modarresi, Dr Saeid Rezakhah Varnousefadernai, "Autoregressive model driven by discrete samples of semi-selfsimilar Levy processes ", 6th International Conference on Lévy Processes, July 2010
40
Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "Spectral representation of multi-dimensional
discrete time self-similar processes ", LINSTAT 2010-Tomar, Portugal, 27–31 July 2010LINSTAT 2010, July 2010
41
Dr Saeid Rezakhah Varnousefadernai, "Levy processes: Selfdecomposibility and Selfsimilarity ", The 6th International Iranian Workshop on
Stochastic Processes, May 2010
42
Dr Saeid Rezakhah Varnousefadernai, "Discrete-ime Scale Invariant Markov Processes ", COMPLEX DATA MODELNG AND COMPUTATIONALLY INTENSIVE STATISTICAL METHODS FOR ESTIMATION AND PREDICTION (S.CO.2009)1, September 2009
43
Dr Saeid Rezakhah Varnousefadernai, "Spectral Analysis of Multivariate Self-Similar Processes ", هفتمین سمینار احتمال و فرأیندهای تصادفی(دانشکاه صنعتی اصفهان), August 2009
44
Dr Saeid Rezakhah Varnousefadernai, "Periodically Correlated-Locally Stationary Processes ", THE 57TH SESSION OF THE INTERNATIONAL STATISTICAL INSTITUTE
(ISI2009), August 2009
45
Dr Saeid Rezakhah Varnousefadernai, "Fatigue Failure in Mechanical Structure Based on Random Polynomials ", هفتمین سمینار احتمال و فرأیندهای تصادفی(دانشکاه صنعتی اصفهان), August 2009
46
Dr Saeid Rezakhah Varnousefadernai, "Discrete Time Scale Invariant Markov Processes ", the 57th Session of the International Statistical Institute, August 2009
47
Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "Periodically correlated locally stationary processes ", , July 2009
48
Dr Saeid Rezakhah Varnousefadernai, "DISCRETE TIME SCALE INVARIANT MARKOV PROCESSES ", INTERNATIONAL CONFERENCE ON SELFSIMILAR PROCESSES AND THEIR APLLICATIONS, July 2009
49
Navideh Modarresi, Dr Saeid Rezakhah Varnousefadernai, "Discrete time scale invariant markov processes ", , July 2009
50
Dr Saeid Rezakhah Varnousefadernai, Navideh Modarresi, "A modified process for modeling wireless communication networks ", , August 2008
51
[en-name N/A], Dr Saeid Rezakhah Varnousefadernai, "Distribution of peaks of a gaussian random algebraic polynomials and its asymptotic behavior ", , August 2008
52
Dr Saeid Rezakhah Varnousefadernai, "distribution of peaks of a gaussian random algebric ppolynominals and its asymptotic behavior ", , August 2008
53
Dr Saeid Rezakhah Varnousefadernai, "a modified process for modeling wireless communication networks ", , August 2008
54
[en-name N/A], Dr Saeid Rezakhah Varnousefadernai, "HMTD GRNN model for time series forecasting in neural networks ", , August 2008
55
Dr Saeid Rezakhah Varnousefadernai, [en-name N/A], "New features on real zeros of random polynomials ", , July 2008
56
Dr Saeid Rezakhah Varnousefadernai, "locally stationary representation of ornstein unhlenbeck processes ", , July 2008
57
Dr Saeid Rezakhah Varnousefadernai, Hojjat Ghasemi, "Estimation of periodic parameters by fourier series ", , December 2007
58
Dr Saeid Rezakhah Varnousefadernai, Hadi Ghassemi, "Parameter estimation for periodically stationary time series ", , December 2007
59
[en-name N/A], Dr Saeid Rezakhah Varnousefadernai, "On the expected number of real zeros of certain gaussian random polynomials ", , September 2007
60
Vajihe Maleki, Dr Saeid Rezakhah Varnousefadernai, "Estimation of wigner ville spectrum for gaussian locally stationary and locally self similar processes ", , September 2007
61
Dr Saeid Rezakhah Varnousefadernai, Rohollah Ramezani, "Linear conditional heteroscedasticity models for periodically correlated data ", , September 2007
62
Dr Saeid Rezakhah Varnousefadernai, Hadi Ghassemi, "Asymptotics for periodically stationary time series with heaby tails ", , September 2007
63
Dr Saeid Rezakhah Varnousefadernai, "Harmonizable locally stationary and locally self similar processes ", , September 2007
64
Dr Saeid Rezakhah Varnousefadernai, "Harmonizable Locally Stationary and Self Similar Processes ", 56th Session of the ISI
( INTERNATIONAL STATISTICAL INSTITUTE(ISI2007, August 2007
65
Dr Saeid Rezakhah Varnousefadernai, "Germ fields for harmonizable symmetric stable processes with rational spectral densities ", , August 2007
66
Dr Saeid Rezakhah Varnousefadernai, "On the average number of local maxima of certain gaussian random polynomials ", , May 2007
67
Dr Saeid Rezakhah Varnousefadernai, "Random Processes with Discrete Scale Invariance ", , September 2006
68
[en-name N/A], Dr Saeid Rezakhah Varnousefadernai, "expected number of local maxima of some gaussian random polynomials ", , August 2006
69
Dr Saeid Rezakhah Varnousefadernai, [en-name N/A], "Germ fields for harmonizable symmetric stable processes with rationalspectral densities ", , July 2006
70
Dr Saeid Rezakhah Varnousefadernai, "Stochastic Discrete Scale Invariance ", , July 2006
71
Dr Saeid Rezakhah Varnousefadernai, "Random Processes with Discrete Scale Invariance: Methods and Synthesis ", , June 2006
72
Dr Saeid Rezakhah Varnousefadernai, "Random Processes with Discrete Scale Invariance ", , August 2005
73
Dr Saeid Rezakhah Varnousefadernai, "Sharp Crossings of Certain Gaussian Random Polynomials ", , April 2005
74
Dr Saeid Rezakhah Varnousefadernai, "On the Average number of sharp crossings of certain Gaussian Random polynomials ", , August 2004
75
Dr Saeid Rezakhah Varnousefadernai, "Stochastic Discrete scale Invariance ", , August 2004
76
Dr Saeid Rezakhah Varnousefadernai, [en-name N/A], "harmonizable stable proccess with rational spectral densities ", , August 2003
77
Dr Saeid Rezakhah Varnousefadernai, "Harmonizable Stable process with rational Spectral densities ", , May 2001
78
Dr Saeid Rezakhah Varnousefadernai, "Expected number of real zeros of a random poly nomical with wave coefficients ", , July 2000
79
Dr Saeid Rezakhah Varnousefadernai, "Variance of the number of real Zeros of SCME random Polynomials ", , August 1999
80
Dr Saeid Rezakhah Varnousefadernai, "Expected number of real zeros of Levy and Harmonizable random polyncmials ", , August 1999
81
Dr Saeid Rezakhah Varnousefadernai, "expected number of real zeros of random algebric polynomials ", , September 1998
82
Dr Saeid Rezakhah Varnousefadernai, "Expected number of real zeros of random algebric polynomial ", , April 1998
83
Dr Saeid Rezakhah Varnousefadernai, "Variance of the number of real zeros of random Polynomials ", , February 1998
84
Dr Saeid Rezakhah Varnousefadernai, "Expected number of real zeros of random algebraic Polynomials ", , August 1997
85
Dr Saeid Rezakhah Varnousefadernai, "An upper bound for the expected number of real zeros of reandom a polynomials ", , August 1997