A. R. Nematollahi

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 7

Top Topics

Autoregressive Model

Generalized Linear

Maximum Likelihood Estimation

Mixture Modeling

Top Venues

Commun. Stat. Simul. Comput.

J. Comput. Appl. Math.

Math. Comput. Simul.

Publications

F. Setoudehtazangi, T. Manouchehri, A. R. Nematollahi, Massimiliano Caporin
Time series clustering based on latent volatility mixture modeling with applications in finance. Math. Comput. Simul. 223 (2024)
Fatemeh Pakbaz, Fatemeh Hosseini, A. R. Nematollahi
Modeling additive genetic effects in animal models by closed skew normal distribution. Commun. Stat. Simul. Comput. 51 (3) (2022)
H. Lorvand, A. R. Nematollahi
Generalized mixed δ-shock models with random interarrival times and magnitude of shocks. J. Comput. Appl. Math. 403 (2022)
R. Nasirzadeh, A. R. Soltani, A. R. Nematollahi
Longitudinal functional nonlinear marginal mixed effect models. Commun. Stat. Simul. Comput. 50 (12) (2021)
H. Lorvand, A. R. Nematollahi, M. H. Poursaeed
Assessment of a generalized discrete time mixed δ-shock model for the multi-state systems. J. Comput. Appl. Math. 366 (2020)
T. Manouchehri, A. R. Nematollahi
Periodic autoregressive models with closed skew-normal innovations. Comput. Stat. 34 (3) (2019)
A. S. Mirniam, A. R. Nematollahi
Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms. Commun. Stat. Simul. Comput. 47 (3) (2018)
H. Haghbin, A. R. Nematollahi
-Distributed Innovations by Means of EM-Based Algorithms. Commun. Stat. Simul. Comput. 42 (10) (2013)
Shapoor Khorshidi, Mahmood Karimi, A. R. Nematollahi
New autoregressive (AR) order selection criteria based on the prediction error estimation. Signal Process. 91 (10) (2011)