DR SAEID REZAKHAH VARNOUSEFADERNAI
Professor
Department of Mathematics and Computer Science
(Emeritus)
Department of Mathematics and Computer Science
(Emeritus)
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Email:
rezakhah
aut.ac.ir
aut.ac.irPhone:
+98-21-64542504
h-index (Scopus):
9.00
Citations (Scopus):
285
Educational Records
#
Degree/Major
University
City
Country
Graduation Date
1
B. Sc. in Mathematical Statistics
Ferdowsi University of Mashhad
Mashhad
Iran
1985
2
M. Sc. in Mathematical Statistics
Shiraz University
Shiraz
Iran
1988
3
Ph.D. In Statistics and Probability
Queen Mary University of London
London
UK, England
1996
Professional Skills
#
Title
Date of activity
1
Writing Softwares: Word and Latex
1996
2
Statistical Softwares: SPSS, SPLUS and R
1996
3
Data Processing Software: Python
2011
4
Mathematical Softwares: Matlab and Maple
1997
Research Interests
#
Title
Start date
1
Probability, Time Series- Stochastic Processes
1996
2
Information Theory- Distribution Fittings
2001
3
Statistical Bioinformatics
2006
4
Data Mining, Neural Networks
2009
5
Statistical Machine Learning- Deep Learning
2015
Supervised PhD Theses
#
Thesis title
By
Date
1
Quantitative evaluation of pore space type in carbonate reservoirs using integration of well logs,seismic data and rock physics modeling
HOSSEIN KHOSHDEL & Abdolrahim Javaherian
Other Supervisor:
Other Supervisor:
2023 Sep
2
Multi-Scale Invariant Markov Random Fields: Estimation and Prediction
HOJJAT GHASEMI
Other Supervisor: AHMADREZA SOLTANI
Other Supervisor: AHMADREZA SOLTANI
2021 Jan
3
Estimation and Forecasting of the Semi-Levy driven Continuous time GARCH Process
MOHAMMAD MOHAMMADI
2020 Nov
4
Markov switch HYGARCH Model
FERDOUS MOHAMADI BASATINI
2019 Jun
5
Classification and clustering of big data by applying Bootstrap Method
SHAHO ZAREI & Adel Mohammadpour
Other Supervisor:
Other Supervisor:
2018 Feb
6
Clustering of stable data
MAHDI TEIMOURI
Other Supervisor: Adel Mohammadpour
Other Supervisor: Adel Mohammadpour
2017 Mar
7
Entropy-Based Goodness of fit tests for censored data
AKRAM KOHANSAL
Other Supervisor: AHMADREZA SOLTANI
Other Supervisor: AHMADREZA SOLTANI
2014 Aug
8
Markov switch GARCH with time dependent coefficients
SAIDE NAFISEH ALEMOHAMMAD
Other Supervisor: AHMADREZA SOLTANI
Other Supervisor: AHMADREZA SOLTANI
2013 Oct
9
Selfsimilar Processes and linear systems
YASAMAN MALEKI YOURTCHI & AHMADREZA SOLTANI
Other Supervisor:
Other Supervisor:
2013 Jan
10
Structural Change Detection of Time Series Using Sequential Methods
FATEMEH AZIZZADEH NANEKARAN
2012 Sep
11
Statistical Analysis of progressive type- II censored samples
FARIBA HEMATI GAZAFI & Esmaile Khorram
Other Supervisor:
Other Supervisor:
2012 Feb
12
Structural Analysis of Periodically Correlated and Locally Scale Invariant Processes
NAVIDEH MODARRESI
2011 Sep
13
Nonlinear Time Series Forecasting with some Neural Networks
SASAN HOSSEINALI ZADEH
2011 Sep
14
Expected number of Real zeros and different crossings of random polynomials
SOUDABEH SHEMEHSAVAR
2007 Mar
Supervised MSc Theses
#
Thesis title
By
Date
1
How to plan close to optimal, under the constraints of the real world
KOSAR BAHREKANI & Esmaile Khorram
Other Supervisor:
Other Supervisor:
2024 Sep
2
The Gittins Policy in the M/G/1 Queue
FAEZE DERHAMI & Esmaile Khorram
Other Supervisor:
Other Supervisor:
2024 Sep
3
confidence intervals for the generalization error of random forests
ELAHE ASGARI
2024 Feb
4
MACHINE LEARNING APPROACH FOR PREDICTING CANCER USING GENE EXPRESSION
ZAHRA FALLAH
2023 Sep
5
The Distributions of Sums for Shanker, Akash, Ishita, Pranav, Rani, and Ram Awadh
AFSHIN YAGHOUBI
2023 Jun
6
optimal inspection models with minimal repair
MASOUD BASRAVI & Esmaile Khorram
Other Supervisor:
Other Supervisor:
2022 Sep
7
Bayesian Networks for predictiion of High Dimensional Data
ALI ZOLFAGHARIAN & Adel Mohammadpour
Other Supervisor:
Other Supervisor:
2022 Jul
8
stress - strength parameter estimation for censored data with asymmetric distribution
FATEME MANSORYAN
2021 Sep
9
Markov Switch Hyperbolic Generalized Auto-Regressive Conditional Heteroscedasticity Model
ZOHRE ASADZADEH
2021 Sep
10
Modelling Asset Prices With Levy Processes
HELIA SAFARKHANLOO
Other Supervisor: OMID NAGHSHINE ARJMAND
Other Supervisor: OMID NAGHSHINE ARJMAND
2021 Apr
11
A New Hyperbolic Garch Model
SHIRIN ESMAEILI RAD
Other Supervisor: OMID NAGHSHINE ARJMAND
Other Supervisor: OMID NAGHSHINE ARJMAND
2021 Apr
12
Clustering and classification of big data with dimensional reduction methods
MANA MOBASHERI
Other Supervisor: Esmaile Khorram
Other Supervisor: Esmaile Khorram
2021 Apr
13
smooth Transition Hyperbolic Generalized Auto -Regressive conditional Heteroscedasticity Model
FATEMEH KARAMOLLAHI
2020 Oct
14
properties of markov switching factor garch modls
NASRIN ABDI
2019 Oct
15
Statistical Properties Of Markov Switching Asymmetric GARCH Models
MEHRI MOGHADAMI
2019 Oct
16
Efficient inference for autoregressive coefficients in the presence of trends
GHASEM MOGHADDAM
2019 Jul
17
High Efficient Entropy coding for compression data
LEYLA KHATAMI
2019 Jun
18
A New Structure for Analysing Discrete Scale Invariance Processes Covariance and Spectra
LEILA JAFARYAHYA
2019 Feb
19
estimation of hurst parameter of self-similar processes with staticonary increment
MAHDIYE NABILOU
2018 Feb
20
Anew structure for Analyzing discrete stale invariant procees: covariance and spectr
SEPIDEH SAFARI
2017 Nov
21
Parameter Estimation two-parameter exponential distribution under Type-II Progressively hybrid
SAHIFEH VALANDYARI
2017 Nov
22
Distribution structure and properties of hidden Markov mixture transition models
LEILA NOORIRANJBAR
2017 Feb
23
Parameter Estimation of Weighted Exponential Distribution With Censored Data
ZEINAB REZAKHAH VARNOUSFADERANI
2017 Jan
24
Some priors for the inverse Weibull distribution
ZAHRA KHORSHIVAND
2016 Oct
25
Comparison of GARCH and stochastic volatility of financial data
MASOUD BAYAT
2016 Apr
26
Cholesky-GARCH models with applications to finance
AHMAD TAJIK
2016 Feb
27
diagnostic tests for non-causal time series with infinite variance
MOHAMAD FASIH RAMANDI
2016 Jan
28
nonparametric testing for long-horizon predictability with persistent covariates
SEYED ALI MOUSAVI
2016 Jan
29
Wavelet estimation by simulated annealing optimization
EHSAN VOSOUGHI & Abdolrahim Javaherian
Other Supervisor:
Other Supervisor:
2015 Oct
30
INFERENCE AND OPTIMAL CENSORING SCHEMES FOR PROGRESSIVELY CENSORED BIRNBAUM-SAUNDERS DISTRIBUTION
ROGHAYEH MOHAMMADHOSSEINI NIGABADI & Esmaile Khorram
Other Supervisor:
Other Supervisor:
2014 Oct
31
introducing a bivariate pareto model and its properties
ALI HEDAYATI & Esmaile Khorram
Other Supervisor:
Other Supervisor:
2014 Oct
32
ON LEAST ABSOLUTE DEVIATION ESTIMATORS FOR ONE DIMENSIONAL CHIRP MODEL
KEYVAN MEHDI & Esmaile Khorram
Other Supervisor:
Other Supervisor:
2014 Sep
33
conditional copula for change detection for time series data
MEHRNAZ MIRMOHAMMAD
2013 Oct
34
DISCRIMINATING BETWEEN THE WEIBULL AND LOG-NORMAL DISTRIBUTIONS FOR TYPE -2 CENSORED DATA
ZEYNAB GHOLAMI KIAEE & Esmaile Khorram
Other Supervisor:
Other Supervisor:
2013 Oct
35
Comparison of GARCH and stochastic volatility in modeling the volatility of financial data
MOSTAFA ORAEE AHANGAR
2013 Sep
36
relation among selfdecomposability and selfsimilarity
MANSOUR NOURIZADEH
2012 Oct
37
some new bivariate distribution with weighted exponential marginals and its multivariate generalization
MEHRAD MORADI
Other Supervisor: Esmaile Khorram
Other Supervisor: Esmaile Khorram
2012 Oct
38
information theory and its application in frequency domain
HOSEIN MOHAJER
2012 Oct
39
time truncated group acceptance sampling plans for generalized exponential distribution
NAFISE FATERI & Esmaile Khorram
Other Supervisor:
Other Supervisor:
2012 Oct
40
Generalized logistic distributions
SALMAN BABAII & Esmaile Khorram
Other Supervisor:
Other Supervisor:
2012 Jan
41
Diagnostic checking integer -valued ARCH p models using conditional residual autocorrelations
FARZAD TONDRO
2011 Nov
42
Entropy of unequal probability sampling design
ELHAM SANGARANI
2011 Oct
43
Modeling financial time series using GARCH and stochastic volatility patterns
MAHSHID BARZEGAR TOCHAHI
2011 Sep
44
Truncated sequential change- point detection based on renewal counting processes
NASER HASAN ZADEH
2011 Mar
45
Efficient estimation of copula -GARCH models
AREZU TAHMASEBI
Other Supervisor: Adel Mohammadpour
Other Supervisor: Adel Mohammadpour
2010 Nov
46
A mathematical approach to detect the taylor property in TARCH processes
2010 Nov
47
Regular variation and related results for the multivariate GARCH(p,q) model with constant conditional correlations
MOHAMAD MOHAMADICHELIKANI
2010 Nov
48
Extreme values of heavy tail distributions
NOOSHIN HAKAMIPOOR & Adel Mohammadpour
Other Supervisor:
Other Supervisor:
2010 Oct
49
fatingue life prediction of structures mechanic subject to gaussian loads
ABBAS ABYAR
2010 Jun
50
estimation for the distribution function of one -and two dimensional censored variabales or sojourn times of markov renewal processes
NEDA KIA
2010 Jan
51
superposition of renewal processes and an application to multi- server queues
ELAHEH HAJ HASHEMI
2009 Nov
52
study the ergodicity and stability of non - stationary markov chain and applications
FARZAD FARHADYAR
2009 Nov
53
Generalised long- memory GARCH models
NEDA SALEHPOUR
2008 Nov
54
Generalized Ornstein - Uhlenbeak processes and associated self- similar processes
AKRAM KOHANSAL
2008 Oct
55
Periodic long-memory GARCH models
MINOO YARI DARAMROODI
2008 Oct
56
An introductions to volatility models with indices
SEYEDEH NAFISEH AL MOHAMMAD
2008 Sep
57
Sequential estimation for time series regression models
JAFAR MORADI
2008 Aug
58
NEW GOODNESS OF FIT TESTS FOR THE ERROR DISTRIBUTION OF AUTOREGRESSIVE TIME-SERIES MODELS
ZOHRE AFSHIN
2007 Oct
59
SELF-SIMILAR PROCESSES WITH INDEPENDENT INCREMENTS ASSOCIATED WITH LEVY AND BESSEL PROCESSES
MOZHGAN GHASEMI ABNAVI
2007 Oct
60
mixture transtion distribution MTD modeling of heteroscedastic time series
SHABNAM FANI
2007 Oct
61
PARAMETER ESTIMATION FOR PERIODICALLY STATIONARY TIME SERIES
HOJJAT GHASEMI
2007 Sep
62
A MODEL FOR LONG MEMORY CONDITIONAL HETEROSCEDOST
ROHOLLAH RAMEZANI
2006 Nov
63
IDENTIFICATION OF PARMA AND THEIR APPLICATION TO MODELING OF RIVER FLOWS
SAEED GHALEHEE
2006 Nov
64
SWLE INVANANCES AND LAMPERTI TRANSFORMATION FOR STOCHASTIC PROCESSES
YASAMAN MALEKI YOORTCHI
2006 Oct
65
OPTIMAL BUNDWIDTH SELECTION IN KERNEL SMOOTHING OF PERIODGRAM
HABIBOLLAH MOMBEINI
2006 Jul
66
GRACH PROCESSES STRUCTURE AND ESTIMATION
ARASH NADEMI
2006 Jun
67
The distribution of realizedExchange rate volatility
MASOMEH ZEKAVAT
2005 Nov
68
stochastic Discrete scale Invariance
VAHIDEH ASGHARI
2005 Nov
69
Factor ARMA representation of a Morkov process
FARIBA KAVAKEBI
2005 Oct
70
Recursive prediction and likelihood Eraluation for periodic ARMA models
KIUMARS PASHABADI
Other Supervisor: SADEGH REZAEI
Other Supervisor: SADEGH REZAEI
2004 Oct
71
Long memory time series and short term forecasts
ALI MOQARRABI OSTAD KELAYEH
2004 Oct
72
Search Efficient Methods of Detection of cyclostationary signals
HOSSIEN VAISIPOUR
2004 Oct
73
Markov Chain Montecarlo Exact Interence for Binomial and Multinomial Logestic Regression models
MOHAMAD HASSAN BEHZADY & SADEGH REZAEI
Other Supervisor:
Other Supervisor:
2004 Sep
74
Estimation of stable spectral measures
ZEINAB MOMIVAND
2004 Sep
75
Innovation aljorithm for periodically stationary time series
SAEIDEHSADAT MOGHADASI
2004 Sep
76
Multivariate statistical process control
AMIR HAGSALMANY
2003 Oct
77
Subexponential distributions
HASHEM KHORSAND MOFRAD
2003 Oct
78
Numerical calculation of stable densities and distribution function
MEHDI TEIMOURY YANESSARY
2003 Sep
79
A biaysian approach for fuzzy hypotheses testiy
SEDIGHEH DANESH
2003 Sep
80
Semi-parametric modeling of excesses above high multivariate thresholds with censored data
NEGIN FAAL
Other Supervisor: OMID NAGHSHINE ARJMAND
Other Supervisor: OMID NAGHSHINE ARJMAND
2026 May
81
intellingence attribution modeling for enhanced digital marketing performance based on ML algorithms
SARA NOORI
2026 May
82
anomaly-aware forecast for extreme events
FATEME SAEIDRAD
Other Supervisor: Esmaile Khorram
Other Supervisor: Esmaile Khorram
2025 Sep
83
truncated poisson log -normalmodel and its appliction in precipitationn data
FATEMEH DIDEHVAR
Other Supervisor: Esmaile Khorram
Other Supervisor: Esmaile Khorram
2025 Sep
84
Discovering Autism spectrum disorder biomarkers using gene expression data
AMIR ZARGHAMI & FATEMEH ZARE MIRAKABAD
Other Supervisor:
Other Supervisor:
2025 Sep
85
Intelligent attribution modeling for in hanced digital marketing
MOBINA MORSHEDI & Esmaile Khorram
Other Supervisor:
Other Supervisor:
2025 Sep
86
GARCH models of extended long memory
ROYA AZARKHORDAD
2025 Mar
87
Providing a model based on the validation of bank loans
MORTEZA FALLAHNEZHAD
2025 Mar
88
network-based approach to predict immune checkpoint inhibitors response in cancer patients
REYHANEH MORTEZAEI & FATEMEH ZARE MIRAKABAD
Other Supervisor:
Other Supervisor:
2025 Mar
89
Securing machine learning from a Bayesian perspective
SHIMA FARROKHI
2025 Jan
90
Intra and inter-regional analyses and their abilities to predict the risk indicators in crisis periods
MARYAM GOODARZI
2025 Feb
91
A supervised machine learning algorithm for detecting and predicting fraud in credit card transactions
SOHEIL SHAKER AGHBELAGH MOSTAFA KHANK
2025 Dec
92
Optimal taxation and insurance using machine learning Sufficient statistics and beyond
SHAMIM ETEMADI
Other Supervisor: Esmaile Khorram
Other Supervisor: Esmaile Khorram
2025 Aug
Books
#
Title
Author(s)
Publisher country
publication date
version
1
Random Algebraic Polynomials
D.S. Rezakhah Varnousefadernai
Iran
1
2
Statistics and Applied Probability
D.S. Rezakhah Varnousefadernai
Iran
3
3
Statistics and Applied Probability
D.S. Rezakhah Varnousefadernai
Iran
1
1
Statistics and Applied Probability
Dr. Saeid Rezakhah Varnousfaderani
Islamic Republic of Iran-Amirkabir University of Technology
2012
3
Journal Papers
1
Nora Sharkasi, D.S. Rezakhah Varnousefadernai, Gomaa Agag, "A comparative paradigm of sequential mediation models of influencers' credibility using PLS-SEM with machine learning", Journal of Marketing Analytics, 2025 Mar
vol. ,
no. ,
pp.-,
2025.
2
Navideh Modarresi, D.S. Rezakhah Varnousefadernai, M. Mohammadi, "Semi-Lvy-Driven CARMA Process: Estimation and Prediction", Journal of Statistical Theory and Practice, 2023 Jan
vol. 17,
no. 1,
pp.1-23,
2023.
3
H. Khoshdel, A. Javaherian, Mohammad Reza Saberi, D.S. Rezakhah Varnousefadernai, M. Shabani, "Permeability estimation using rock physics modeling and seismic inversion in a carbonate reservoir", Journal of Petroleum Science and Engineering, 2022 Oct
vol. 219,
no. 0,
pp.1-16,
2022.
4
Nora Sharkasi, D.S. Rezakhah Varnousefadernai, "A modified CRITIC with a reference point based on fuzzy logic and hamming distance", Knowledge-Based Systems, 2022 Aug
vol. 225,
no. 1,
pp.1-38,
2022.
5
M. Lotfi, A. Javaherian, D.S. Rezakhah Varnousefadernai, H. Amindavar, "Mapping channel boundaries in seismic data based on an improved partial area effect", Journal of Petroleum Science and Engineering, 2022 Feb
vol. 212,
no. 0,
pp.1-24,
2022.
6
Haiquan Qiu, Youlong Yang, D.S. Rezakhah Varnousefadernai, "Intrinsic dimension estimation method based on correlation dimension and kNN method", Knowledge-Based Systems, 2021 Oct
vol. 235,
no. 107627,
pp.1-17,
2021.
7
M. Lotfi, A. Javaherian, D.S. Rezakhah Varnousefadernai, H. Amindavar, "Channel boundary detection using partial area effect with sub-pixel resolution", Journal of Petroleum Science and Engineering, 2021 Aug
vol. 0,
no. 0,
pp.1-21,
2021.
8
D.S. Rezakhah Varnousefadernai, M. Mohammadi, Navideh Modarresi, H. Amindavar, "Continuous-time autoregressive models excited by semi-Levy process for cyclostationary signal analysis", Digital Signal Processing, 2021 Aug
vol. 118,
no. 103195,
pp.1-12,
2021.
9
Navideh Modarresi, D.S. Rezakhah Varnousefadernai, Shirin Shoaee, "Driven by Semi-Levy Processes Continous time Autoregressive Moving average Process", , 2020 Dec
vol. 6,
no. 3,
pp.465-476,
2020.
10
H. Ghasemi, D.S. Rezakhah Varnousefadernai, Navideh Modarresi, "Multi-scale invariant fields: estimation and prediction", Journal of Statistical Mechanics-Theory and Experiment, 2020 Jul
vol. 2020,
no. 7,
pp.1-25,
2020.
11
D.S. Rezakhah Varnousefadernai, T. Valizadeh, Ferdous Mohammadi Basatini, "On time-varying amplitude HGARCH model", International Journal of Finance and Economics, 2020 Jun
vol. 0,
no. 0,
pp.1-10,
2020.
12
M. Mohammadi, D.S. Rezakhah Varnousefadernai, Navideh Modarresi, "Semi-Levy driven Continuous-time GARCH processes", Physica A-Statistical Mechanics and Its Applications, 2020 Jun
vol. 557,
no. 0,
pp.1-14,
2020.
13
F. Mohamadi Basatini, D.S. Rezakhah Varnousefadernai, "MARKOV switch smooth transition HYGARCH model: Stability and estimation", Communications In Statistics-Theory and Methods, 2020 Mar
vol. 49,
no. 10,
pp.2384-2409,
2020.
14
F. Mohamadi Basatini, D.S. Rezakhah Varnousefadernai, "Smooth Transition HYGARCH Model:: Stability and Testing", Fluctuation and Noise Letters, 2019 Apr
vol. 18,
no. 2,
pp.1-23,
2019.
15
Rouhollah Ramazani, D.S. Rezakhah Varnousefadernai, Majd Farhadi, "A New Model for periodically correlated process with conditional Heteroscedasticity", , 2019 Mar
vol. 8,
no. 2,
pp.38-53,
2019.
16
Akram Kohansal, D.S. Rezakhah Varnousefadernai, "Inference of R = P(Y < X) for two-parameter Rayleigh distribution based on progressively censored samples", Statistics, 2018 Nov
vol. 53,
no. 1,
pp.81-100,
2018.
17
S. Zarei, A. Mohammadpour, D.S. Rezakhah Varnousefadernai, "Finite population Bayesian bootstrapping in high-dimensional classification via logistic regression", Intelligent Data Analysis, 2018 Sep
vol. 22,
no. 5,
pp.1115-1126,
2018.
18
M. Teimouri, D.S. Rezakhah Varnousefadernai, A. Mohammadpour, "Parameter Estimation Using the EM Algorithm for Symmetric Stable Random Variables and Sub-Gaussian Random Vectors", Journal of Statistical Theory and Applications, 2018 Sep
vol. 17,
no. 3,
pp.439-461,
2018.
19
D.S. Rezakhah Varnousefadernai, N. Alemohammad, Sasan Hoseinalizadeh, "Markov switching asymmetric GARCH model: stability and forecasting", Statistical Papers, 2018 Mar
vol. 0,
no. 0,
pp.1-25,
2018.
20
D.S. Rezakhah Varnousefadernai, Navideh Modarresi, "Hurst Estimation of Scale Invariant Processes with Stationary Increments and Piecewise Linear Drift", Fluctuation and Noise Letters, 2017 Oct
vol. 16,
no. 4,
pp.1-11,
2017.
21
D.S. Rezakhah Varnousefadernai, Anne Philippe, Navideh Modarresi, "Innovative Methods for Modeling of Scale invariant Processes", Communications In Statistics-Theory and Methods, 2017 Jul
vol. 0,
no. 0,
,
2017.
22
M. Teimouri, D.S. Rezakhah Varnousefadernai, A. Mohammadpour, "U-Statistic for Multivariate Stable Distributions", Brazilian Journal of Probability and Statistics, 2017 Apr
vol. 0,
no. 0,
pp.1-12,
2017.
23
M. Teimouri, D.S. Rezakhah Varnousefadernai, A. Mohammadpour, "EM algorithm for symmetric stable mixture model", Communications In Statistics-Simulation and Computation, 2017 Feb
vol. 0,
no. 0,
,
2017.
24
D.S. Rezakhah Varnousefadernai, Yasaman Maleki, "Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra", Journal of Statistical Physics, 2016 May
vol. 2016,
no. 164,
pp.438-448,
2016.
25
M. Teimouri, D.S. Rezakhah Varnousefadernai, A. Mohammadpour, "Entropy-based goodness-of-fit test for positive stable law", Bayesian Inference and Maximum Entropy Methods In Science and Engineering, 2015 Dec
vol. 1641,
no. 1,
pp.456-462,
2015.
26
A. Kohansal, D.S. Rezakhah Varnousefadernai, "Two New Estimators of Entropy for Testing Normality", Communications In Statistics-Theory and Methods, 2015 Dec
vol. 0,
no. 0,
,
2015.
27
N. Modarresi, D.S. Rezakhah Varnousefadernai, "Characterization of Discrete Scale Invariant Markov Sequences", Communications In Statistics-Theory and Methods, 2015 Dec
vol. 0,
no. 0,
,
2015.
28
S.N. Alemohammad, D.S. Rezakhah Varnousefadernai, S. Hosseinali Zadeh, "Markov Switching Component GARCH Model: Stability and Forecasting", Communications In Statistics-Theory and Methods, 2015 Sep
vol. 0,
no. 0,
,
2015.
29
D.S. Rezakhah Varnousefadernai, A. Soltani, "DOMAIN OF ATTRACTION OF NORMAL LAW AND ZEROS OF RANDOM POLYNOMIALS", Bulletin of The Iranian Mathematical Society, 2015 Aug
vol. 41,
no. 4,
pp.1019-1030,
2015.
30
A. Kohansal, D.S. Rezakhah Varnousefadernai, "Modified entropy estimators for testing normality", Journal of Statistical Computation and Simulation, 2015 Mar
vol. 52,
no. 3,
pp.29-43,
2015.
31
N. Modarresi, D.S. Rezakhah Varnousefadernai, "Certain periodically corelated multi-component locally stationary processes", Theory of Probability and Its Applications, 2015 Mar
vol. 59,
no. 2,
pp.391-399,
2015.
32
Y. Maleki Yourtchi, D.S. Rezakhah Varnousefadernai, "The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes", Communications In Statistics-Theory and Methods, 2014 Dec
vol. 0,
no. 0,
,
2014.
33
A. Kohansal, D.S. Rezakhah Varnousefadernai, E. Khorram, "Parameter Estimation of Type-II Hybrid Censored Weighted Exponential Distribution", Communications In Statistics-Simulation and Computation, 2014 Oct
vol. 44,
no. 5,
pp.1273-1299,
2014.
34
F. Azizzadeh Nanekaran, D.S. Rezakhah Varnousefadernai, "The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes", Communications In Statistics-Theory and Methods, 2014 Aug
vol. 43,
no. 17,
pp.3733-3750,
2014.
35
N. Modarresi, D.S. Rezakhah Varnousefadernai, "A New Structure for Analyzing Discrete Scale Invariant Processes: Covariance and Spectra", Journal of Statistical Physics, 2013 Oct
vol. 153,
no. 1,
pp.162-176,
2013.
36
Soodabeh Shemehsavar, D.S. Rezakhah Varnousefadernai, "Fatigue Failure Analysis of Non-Stationary Gaussian Processes: Random Algebraic Polynomials", Neural, Parallel and Scientific Computations, 2013 Sep
vol. 21,
no. 2,
pp.129-140,
2013.
37
S. Hosseinali Zadeh, D.S. Rezakhah Varnousefadernai, "Hidden Markov Mixture Autoregressive Models:Stability and Moments", Communications In Statistics-Theory and Methods, 2013 Feb
vol. 42,
no. 6,
pp.1087-1104,
2013.
38
Soudabeh Shemehsavar, D.S. Rezakhah Varnousefadernai, "RANDOM ALGEBRAIC POLYNOMIALS WITH INCREASING VARIANCE OF THE COEFFICIENTS", Neural, Parallel and Scientific Computations, 2012 Dec
vol. 20,
no. 4,
pp.263-270,
2012.
39
D.S. Rezakhah Varnousefadernai, Soodabeh Shemehsavar, "On the average number of sharp crossings of certain Gaussian random polynomials", Bulletin of The Iranian Mathematical Society, 2011 Apr
vol. Bul.Irania,
no. 37,
pp.81-92,
2011.
40
F. Hemati Gazafi, E. Khorram, D.S. Rezakhah Varnousefadernai, "A newthree-parameterageingdistribution", Journal of Statistical Planning and Inference, 2011 Jan
vol. 0,
no. 0,
,
2011.
41
D.S. Rezakhah Varnousefadernai, N. Modarresi, "Spectral analysis of multi-dimensional self-similar Markov processes", Journal of Physics A-Mathematical and Theoretical, 2010 Mar
vol. 43,
no. 12,
,
2010.
42
D.S. Rezakhah Varnousefadernai, "New features on real zeros of random polynomials", , 2009 Dec
vol. ,
no. 71,
,
2009.
43
D.S. Rezakhah Varnousefadernai, "Germ Fields for Harmonizable Symmetric Stable Processes With Rational Spectral Densities", Rocky Mountain Journal of Mathematics, 2009 Jan
vol. ,
no. 1,
,
2009.
44
D.S. Rezakhah Varnousefadernai, "Expected Number of Slope Crossings of Certain Gaussian Random Polynomials", Stochastic Analysis and Applications, 2008 Apr
vol. ,
no. 26,
,
2008.
45
D.S. Rezakhah Varnousefadernai, "Expected Number of Local Maxima of Some Gaussian Random Polynomials", Bulletin of The Iranian Mathematical Society, 2008 Apr
vol. ,
no. 1,
,
2008.
46
D.S. Rezakhah Varnousefadernai, "Correction:On The Expected Number of Real Zeros of Certain Gaussian Random Polynomials", Stochastic Analysis and Applications, 2006 Oct
vol. ,
no. 24,
,
2006.
47
D.S. Rezakhah Varnousefadernai, "On The Average Number of Level Crossings of Certain Gaussian Random Polynomials", , 2005 Sep
vol. ,
no. 63,
,
2005.
48
S. Rezaei, D.S. Rezakhah Varnousefadernai, "Non-linear heteroscedastic regression model for determination of methotrexate in human plasma by high-performance liquid chromatography", , 2003 Apr
vol. ,
no. 2,
,
2003.
49
D.S. Rezakhah Varnousefadernai, "On the expected number of real zeros of certian gaussian random polynomials", Stochastic Analysis and Applications, 2003 Jan
vol. ,
no. 21,
,
2003.
50
D.S. Rezakhah Varnousefadernai, "A structural fatigue design by using random polynomials with wave coefficients", , 2001 Aug
vol. ,
no. 47,
,
2001.
51
D.S. Rezakhah Varnousefadernai, "Expected number of real zeros of levy and harmonizable stable random polynomials", Georgian Mathematical Journal, 2000 Jan
vol. ,
no. ,
,
2000.
Professional Memberships
#
Professional memberships
Explanations
1
Iranian Statistical Institute
1996
2
International Institute of Mathematical Statistics (IMS)
2006
Scientific Reports
#
Report title
Subject
Author
Co-Authors
Date
Organization
1
Stable Harmonizable Processes and their applications
Research Project
Saeid Rezakhah
20 June 2003
Research Office Amirkabir University of Technology
2
cyclostaionary stable processes and their applications
Research Project
Saeid Rezakhah
25 June 2006
Research Office Amirkabir University of Technology
3
Modelling and Prediction of CARMA Processes with underlying Semi Levy Processes
Research Project
Saeid Rezakhah
Navideh Modarresi
1st February 2007
Iranian National Science Foundation(INSF)
Taught Courses
#
Course title
Description
Headlines
Date
1
Seminar
4041
2
Advanced Computational Statistics
4041
3
Advanced Probability (I)
4031
4
Time Series (I)
4031
5
(Measure Theory and Probability (II
4022
6
Advanced Data Mining
4022
7
Deep Learning
4022
8
Measure Theory and Probability 1
4021
9
Statistical Bioinformatics
4021
10
Advanced Computational Statistics
4021