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Navideh Modarresi
Navideh Modarresi . her degree is assistant professor . she is faculty member of Mathematics .
Published in External Journal
  • Modarresi Navideh, Rezakhah Saeid, Certain Periodically Correlated Multicomponent Locally Stationary Processes, THEORY OF PROBABILITY AND ITS APPLICATIONS, 59, 2, 2015/01/01
  • Modarresi Navideh, Rezakhah Saeid, A New Structure for Analyzing Discrete Scale Invariant Processes: Covariance and Spectra, Journal of Statistical Physics, 153, 1, 2013/08/14
  • Modarresi Navideh, Rezakhah Saeid, Characterization of discrete scale invariant Markov sequences, Communications in Statistics - Theory and Methods, 45, 18, 2015/12/16
  • Modarresi Navideh, Rezakhah Saeid, Spectral analysis of multi-dimensional self-similar Markov processes, JOURNAL OF PHYSICS A: MATHEMATICAL AND THEORETICAL, 43, 12, 2010/03/08
  • Rezakhah Saeid, Philippe Anne, Modarresi Navideh, Innovative methods for modeling of scale invariant processes, COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017/07/11
Published in Internal Journal
  • Modarresi Navideh, Rezakhah Saeid, Hurst Estimation of Scale Invariant Processes with Stationary Increments and Piecewise Linear Drift, Fluctuation and Noise Letters, 16, 04, 2017/10/12
Presented in External Exhibition
  • Modarresi Navideh, Rezakhah Saeid, International Conference on Self-similar Processes and Their Applications, poster presentation, Spectral Analysis of Multi-dimensional Self-similar Processes, 2009/07/20, 2009/07/24
  • Modarresi Navideh, Rezakhah Saeid, 33 th Conference on Stochastic Processes and Their Applications, Published Article, complete article, Discrete Time Scale Invariant Markov Processes, 2009/07/27, 2009/07/31
  • Modarresi Navideh, Rezakhah Saeid, Satellite Summer School on Levy Processes: Theory and Applications,, Published Article, brief article, Autoregressive model driven by discrete samples of semi-selfsimilar Levy process, 2010/07/22, 2010/07/24
  • Modarresi Navideh, Rezakhah Saeid, 6 International Conference on Levy Processes: Theory and Applications, announcer, Autoregressive Model Driven by Discrete Samples of Semi Self-similar Levy process, 2010/07/20, 2010/07/30
  • Rezakhah Saeid, Modarresi Navideh, 8th World Congress on Probability and Statistics, Published Article, complete article, A Class of Discrete Scale Invariance with Wide sense Markov Property, 2012/07/09, 2012/07/14
  • Modarresi Navideh, Rezakhah Saeid, Stochastic & Computational Finance 2015 From Academia to Industry, Published Article, complete article, Generalized continuous time ARMA processes with applications in finance, 2015/07/06, 2015/07/10
  • Modarresi Navideh, Financial engineering conference and Bymsnjy, announcer, Modelling certain financial markets with periodically stationary increments processes, 2016/08/27, 2016/08/29
  • Modarresi Navideh, Sokot Zahra, Niknejad Farzaneh, Actuarial and Financial Mathematics conference, poster presentation, A linear continuous time affine term structure model for a certain premium leg, 2017/02/09, 2017/02/10
  • Modarresi Navideh, Rezakhah Saeid, The 39th conference on stochastic processes and their applications, announcer, Parameter estimation of CARMA processes with periodically correlated increments, 2017/07/24, 2017/07/28
  • Modarresi Navideh, 11th Seminar on Probability and Stochastic Processes, announcer, Credit default swap spreads modeling under stochastic recovery rate, 2017/08/30, 2017/08/31
Presented in Internal Exhibition
  • Modarresi Navideh, Rezakhah Saeid, 11 Iranian Statistical Conference 28-30 Aug 2012. th, Published Article, complete article, Innovative Estimation Method of Scale Parameter of Semi-Selfsimilar Processes, 2012/08/28, 2012/08/30
  • Modarresi Navideh, The 15 Workshop in Applied Stochastic Processes, Published Article, brief article, Structure of continuous time ARMA processes driven by semi-Levy measure, 2015/04/28, 2015/04/30
Fundamental Designs
  • پایداری و پیش بینی فرایندهای تجمعی کارما با محرک نیمه-لوی, 2016/05/21