“Saeid Rezakhah”

Tel:  (+98)(21)22290928
Fax:  (+98)(21)22290648

IPM Positions

Non Resident Researcher (non-resident), School of Mathematics
(2012 - 2013 )

Past IPM Positions

Resident Researcher, School of Mathematics
(2009 - 2012)

Non IPM Affiliations

Associate Professor of Amirkabir University of Technolgy

Related Papers

1. N. Modarresi and S. Rezakhah
Certain periodically correlated multi-component locally stationary processes
Theory of Probability and Its Applications 59 (2014), # P12  [abstract]
2. S. Rezakhah (joint with N. Alemohammad and S.H. Alizadeh)
Markov switching component GARCH model: stability and forecasting
Commun. Statis. Theor. Methods  (Accepted) [abstract]
3. N. Modarresi and S. Rezakhah
A new structure for analyzing discrete scale invariant processes: Covariance and spectra
J. Stat. Phys. (2013), DOI: 10.1007/s10955-013-0799-4  [abstract]
4. S. Rezakhah (Joint with S. H. Alizadeh)
Hidden Markov mixture autoregressive models: stability and moments
Commun. Statis. Theor. Methods 42 (2013), 1087-1104  [abstract]
5. S. Rezakhah (Joint with Y. Maleki)
The scale invariant Wigner spectrum estimation of Gaussian locally self-similar processes
Commun. Statis. Theor. Methods  (Accepted) [abstract]
6. S. Rezakhah (Joint with F. Azizzadeh)
The CUSUM test for detecting structural changes in strong mixing processes
Commun. Statis. Theor. Methods  (Accepted) [abstract]
7. S. Rezakhah (Joint with N. Modarresi)
Spectral analysis of multi-dimensional self-similar Markov processes
J. Phys. A: Math. Theor. 43 (2010), 125004 (14pp)  [abstract]
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