| Spectral analysis of multi-dimensional self-similar Markov processes N Modarresi, S Rezakhah Journal of Physics A: Mathematical and Theoretical 43 (12), 125004, 2010 | 15 | 2010 |
| A new structure for analyzing discrete scale invariant processes: covariance and spectra N Modarresi, S Rezakhah Journal of Statistical Physics 153, 162-176, 2013 | 10 | 2013 |
| Innovative methods for modeling of scale invariant processes S Rezakhah, A Philippe, N Modarresi Communication in statistics: Theory and methods, 1-14, 2017 | 9* | 2017 |
| Discrete time scale invariant Markov processes N Modarresi, S Rezakhah S. Co. 2009. Sixth Conference. Complex Data Modeling and Computationally …, 2009 | 6 | 2009 |
| Characterization of discrete scale invariant Markov sequences N Modarresi, S Rezakhah Communications in Statistics-Theory and Methods 45 (18), 5263-5278, 2016 | 5 | 2016 |
| Continuous-time autoregressive models excited by semi-Lévy process for cyclostationary signal analysis M Mohammadi, S Rezakhah, N Modarresi, H Amindavar Digital signal processing 118, 103195, 2021 | 3 | 2021 |
| The effect of underlying distribution of asset returns on efficiency in DEA models SM Mirsadeghpour Zoghi, M Sanei, G Tohidi, S Banihashemi, ... Journal of Intelligent & Fuzzy Systems 40 (5), 10273-10283, 2021 | 3 | 2021 |
| Estimation of Conditional Value at Risk under Stochastic Volatility Levy Processes for Tehran Stock Market N Modarresi, M Peymany, M Darvishi Journal of Financial Management Perspective 34 (2), 69-94, 2021 | 2 | 2021 |
| Structure of continuous-time ARMA process driven by semi-Lévy measure N Modarresi, S Rezakhah, S Shoaee arXiv preprint arXiv:1610.01562, 2016 | 2 | 2016 |
| Assets Performance Evaluation with the Use of Returns Distribution Characteristics. SMM Zoghi, M Sanei, G Tohidi, S Banihashemi, N Modarresi Journal of Decisions & Operations Research 8 (3), 2023 | 1 | 2023 |
| Assets performance evaluation with the use of returns distribution characteristics M Mirsadeghpour, M Sanei, G Tohidi, S Banihashemi, N Modarresi Journal of decisions and operations research, 2022 | 1 | 2022 |
| Semi-Levy driven continuous-time GARCH process M Mohammadi, S Rezakhah, N Modarresi Physica A: Statistical mechanics and its application , 124855, 2021 | 1 | 2021 |
| Certain Periodically Correlated Multicomponent Locally Stationary Processes N Modarresi, S Rezakhah Theory of Probability & Its Applications 59 (2), 320-327, 2015 | 1 | 2015 |
| Semi-Lévy-Driven CARMA Process: Estimation and Prediction N Modarresi, S Rezakhah, M Mohammadi Journal of Statistical Theory and Practice 17 (1), 1-23, 2023 | | 2023 |
| Performance evaluation of investment with DEA models under pure jump processes SM Mirsadeghpour Zoghi, M Sanei, G Tohidi, S Banihashemi, ... Concurrency and Computation: Practice and Experience 35 (3), e7502, 2023 | | 2023 |
| A hybrid SLCARMA-GRUNN model for modelling periodic high-frequency data M Mohammadi, S Rezakhah, N Modarresi Fourth International Conference on Soft Computing (CSC2021), 2021 | | 2021 |
| Option pricing of Iranian stock exchange index by time-changed Levy processes N Modarresi, M Alijani Journal of Investment Knowledge, 2021 | | 2021 |
| Continuous Time Autoregressive Moving Average Processes Driven by Semi-Levy Process N Modarresi, S Rezakhah, S Shoaee Mathematical Researches 6 (3), 465-476, 2020 | | 2020 |
| Multi-scale invariant fields: estimation and prediction H Ghasemi, S Rezakhah, N Modarresi Journal of Statistical Mechanics: Theory and Experiment 2020 (7), 073408, 2020 | | 2020 |
| Modeling periodic high-frequency intra-day data N Modarresi, M Mohammadi, S Rezakhah 2019 3rd International Conference on Data Science and Business Analytics …, 2019 | | 2019 |
Saeid Rezakhah VarnousfaderaniAmirkabir University of TechnologyVerified email at aut.ac.ir
