| Frequency domain theory for functional time series: Variance decomposition and an invariance principle P Kokoszka, N Mohammadi Jouzdani Bernoulli 26 (3), 2383-2399, 2020 | 11 | 2020 |
| Functional Data Analysis with Rough Sample Paths? N Mohammadi, VM Panaretos Journal of Nonparametric Statistics 36, 4-22, 2024 | 9* | 2024 |
| Principal components analysis of periodically correlated functional time series Ł Kidziński, P Kokoszka, NM Jouzdani Journal of Time Series Analysis 39 (4), 502-522, 2018 | 8 | 2018 |
| First order autoregressive periodically correlated model in Banach spaces: existence and central limit theorem A Parvardeh, NM Jouzdani, S Mahmoodi, AR Soltani Journal of Mathematical Analysis and Applications 449 (1), 756-768, 2017 | 5 | 2017 |
| Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective N Mohammadi, LV Santoro, VM Panaretos Stochastic Processes and their Applications 167, 104239, 2024 | 1 | 2024 |
| Functional diffusion driven stochastic volatility model P Kokoszka, N Mohammadi, H Wang, S Wang arXiv preprint arXiv:2305.04112, 2023 | 1 | 2023 |
| Detecting Whether a Stochastic Process is Finitely Expressed in a Basis N Mohammadi, VM Panaretos Applied and Computational Harmonic Analysis 67, 1-15, 2023 | 1 | 2023 |
| Detection of a structural break in intraday volatility pattern P Kokoszka, T Kutta, N Mohammadi, H Wang, S Wang arXiv preprint arXiv:2404.11813, 2024 | | 2024 |
| On the existence of Hilbert valued periodically correlated autoregressive processes N Mohammadi Jouzdani, S Mahmoodi, A Parvardeh Bulletin of the Iranian Mathematical Society 43 (7), 2531-2545, 2017 | | 2017 |
Piotr KokoszkaProfessor of Statistics, Colorado State UniversityVerified email at colostate.edu
