On estimating the tail index and the spectral measure of multivariate -stable distributions M Mohammadi, A Mohammadpour, H Ogata Metrika 78 (5), 549-561, 2015 | 44 | 2015 |
Prediction of α‐stable GARCH and ARMA‐GARCH‐M models M Mohammadi Journal of Forecasting 36 (7), 859-866, 2017 | 23 | 2017 |
Estimating the parameters of an α-stable distribution using the existence of moments of order statistics M Mohammadi, A Mohammadpour Statistics & Probability Letters 90, 78-84, 2014 | 18 | 2014 |
Best linear prediction for α-stable random processes M Mohammadi, A Mohammadpour Statistics & probability letters 79 (21), 2266-2272, 2009 | 13 | 2009 |
A non-extensive approach to probabilistic seismic hazard analysis S Motaghed, M Khazaee, N Eftekhari, M Mohammadi Natural Hazards and Earth System Sciences Discussions 2022, 1-14, 2022 | 12 | 2022 |
Principal component analysis for α-stable vectors M Mohammadi Communications in Statistics-Simulation and Computation 51 (9), 5245-5263, 2022 | 5 | 2022 |
A modified F-test for hypothesis testing in large-scale data M Salehi, A Mohammadpour, M Mohammadi, M Aminghafari Journal of Biopharmaceutical Statistics 28 (6), 1078-1089, 2018 | 4 | 2018 |
SCP parameters estimation for catalogs with uncertain seismic magnitude values S Motaghed, M Mohammadi, N Eftekhari, M Khazaee Acta Geophysica, 1-7, 2024 | 2 | 2024 |
A new method for prediction of stationary time series using the Riemann sum approximation M Mohammadi Digital Signal Processing 123, 103405, 2022 | 2 | 2022 |
Best linear unbiased interpolation of order statistics I Almasi, A Mohammadpour, M Mohammadi Communications in Statistics-Simulation and Computation 46 (5), 4161-4171, 2017 | 2 | 2017 |
On the Prediction of -Stable Time Series M Mohammadi, A Mohammadpour Fluctuation and Noise Letters 15 (04), 1650021, 2016 | 2 | 2016 |
A simulation method for log-fractional stable motion M Mohammadi, A Mohammadpour Fractals 17 (02), 217-225, 2009 | 2 | 2009 |
A modified two-sample t-test based on permutation method for large-scale data M Salehi, A Mohammadpour, M Mohammadi, M Aminghafari Communications in Statistics-Simulation and Computation 48 (2), 372-384, 2019 | 1 | 2019 |
Best unbiased prediction of order statistics in stable distributions I Almasi, A Mohammadpour, M Mohammadi Communications in Statistics-Simulation and Computation 47 (8), 2424-2435, 2018 | 1 | 2018 |
Model-free prediction of time series: a nonparametric approach M Mohammadi, M Li Journal of Nonparametric Statistics 36 (3), 804-824, 2024 | | 2024 |
A Paradox in the Theory of Prediction M Mohammadi, WB Lindquist Fluctuation and Noise Letters 22 (05), 2350038, 2023 | | 2023 |
On the Best Linear Prediction of Linear Processes M Mohammadia, A Mohammadpourb Journal of Applied Functional Analysis, 254, 2015 | | 2015 |