Tempered fractional calculus F Sabzikar, MM Meerschaert, J Chen Journal of Computational Physics 293, 14-28, 2015 | 327 | 2015 |
Tempered fractional Brownian motion MM Meerschaert, F Sabzikar Statistics & Probability Letters 83 (10), 2269-2275, 2013 | 122 | 2013 |
Tempered fractional time series model for turbulence in geophysical flows MM Meerschaert, F Sabzikar, MS Phanikumar, A Zeleke Journal of Statistical Mechanics: Theory and Experiment 2014 (9), P09023, 2014 | 105 | 2014 |
Stochastic integration for tempered fractional Brownian motion MM Meerschaert, F Sabzikar Stochastic processes and their applications 124 (7), 2363-2387, 2014 | 63 | 2014 |
Tempered fractional calculus MM Meerschaert, F Sabzikar, J Chen Journal of computational physics 293, 14, 2015 | 45 | 2015 |
Tempered fractional Brownian and stable motions of second kind F Sabzikar, D Surgailis Statistics & Probability Letters 132, 17-27, 2018 | 31 | 2018 |
Parameter estimation for ARTFIMA time series F Sabzikar, AI McLeod, MM Meerschaert Journal of Statistical Planning and Inference 200, 129-145, 2019 | 25 | 2019 |
Tempered fractional stable motion MM Meerschaert, F Sabzikar Journal of Theoretical Probability 29, 681-706, 2016 | 24 | 2016 |
Invariance principles for tempered fractionally integrated processes F Sabzikar, D Surgailis Stochastic Processes and their Applications 128 (10), 3419-3438, 2018 | 23 | 2018 |
On fractional Lévy processes: tempering, sample path properties and stochastic integration BC Boniece, G Didier, F Sabzikar Journal of Statistical Physics 178, 954-985, 2020 | 20 | 2020 |
Tempered fractional Brownian motion: wavelet estimation, modeling and testing BC Boniece, G Didier, F Sabzikar Applied and Computational Harmonic Analysis 51, 461-509, 2021 | 15 | 2021 |
How does tempering affect the local and global properties of fractional Brownian motion? E Azmoodeh, F Mishura, Yuliya, Sabzikar https://arxiv.org/abs/2005.11602, 2020 | 10 | 2020 |
Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model F Sabzikar, J Kabala, K Burnecki Journal of Physics A: Mathematical and Theoretical 55 (17), 174002, 2022 | 8 | 2022 |
Asymptotic theory for near integrated processes driven by tempered linear processes F Sabzikar, Q Wang, PCB Phillips Journal of Econometrics 216 (1), 192-202, 2020 | 6 | 2020 |
Tempered Hermite process F Sabzikar Modern Stochastics: Theory and Applications 2 (4), 327-341, 2015 | 6 | 2015 |
Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data J Susan Kabala, K Burnecki, F Sabzikar Chaos: An Interdisciplinary Journal of Nonlinear Science 31 (11), 2021 | 4 | 2021 |
Parsimonious time series modeling for high frequency climate data PL Anderson, F Sabzikar, MM Meerschaert Journal of Time Series Analysis 42 (4), 442-470, 2021 | 3 | 2021 |
Tempered functional time series F Sabzikar, P Kokoszka Journal of Time Series Analysis 44 (3), 280-293, 2023 | 2 | 2023 |
Boosting the hp filter for trending time series with long range dependence E Biswas, F Sabzikar, PCB Phillips | 2 | 2022 |
Asymptotic theory for regression models with fractional local to unity root errors K De Brabanter, F Sabzikar Metrika 84 (7), 997-1024, 2021 | 2 | 2021 |