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ORCIDA. R. Nematollahi
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Journal Articles
- 2024
[j9]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: 543-564 (2024)- 2022
- [j8]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): 1186-1198 (2022) - [j7]H. Lorvand, A. R. Nematollahi:
Generalized mixed δ-shock models with random interarrival times and magnitude of shocks. J. Comput. Appl. Math. 403: 113832 (2022) - 2021
- [j6]R. Nasirzadeh, A. R. Soltani, A. R. Nematollahi:
Longitudinal functional nonlinear marginal mixed effect models. Commun. Stat. Simul. Comput. 50(12): 4079-4099 (2021) - 2020
- [j5]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) - 2019
- [j4]T. Manouchehri, A. R. Nematollahi:
Periodic autoregressive models with closed skew-normal innovations. Comput. Stat. 34(3): 1183-1213 (2019) - 2018
- [j3]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): 890-904 (2018) - 2013
- [j2]Hossein Haghbin, A. R. Nematollahi:
Likelihood-Based Inference in Autoregressive Models with Scaled t-Distributed Innovations by Means of EM-Based Algorithms. Commun. Stat. Simul. Comput. 42(10): 2239-2252 (2013) - 2011
- [j1]Shapoor Khorshidi, Mahmood Karimi, A. R. Nematollahi:
New autoregressive (AR) order selection criteria based on the prediction error estimation. Signal Process. 91(10): 2359-2370 (2011)
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