Navideh Modarresi

Available identifiers

zbMath Open modarresi.navidehMaRDI QIDQ6100206

List of research outcomes

Publication	Date of Publication	Type
Semi-Lévy-driven CARMA process: estimation and prediction	2023-06-22	Paper
Certain Semi-L\'evy Driven CARMA Processes: Estimation and Forecasting	2019-12-20	Paper
Semi-Levy driven continuous-time GARCH process	2018-12-27	Paper
Continuous-time GARCH process driven by semi-L\'evy process	2018-03-02	Paper
Modeling credit default swap premiums with stochastic recovery rate	2017-06-18	Paper
Structure of continuous-time ARMA process driven by semi-Levy measure	2016-10-05	Paper
Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes	2012-07-10	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Navideh Modarresi