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]