Statistics / Probability and Stochastic Processes
Time-Series Analysis
2008-2013 |
Ph.D. in Statistics (Probability and Stochastic Processes), Amirkabir University of Technology (Tehran Polytechnic), Tehran, Iran Thesis Title: Self-Similar Processes and Linear Systems. Supervisor: Dr. Saeid Rezakhah, Prof. Ahmad R. Soltani |
2004-2006 |
M.Sc. in Statistics (Mathematical Statistics) Amirkabir University of Technology (Tehran Polytechnic), Tehran, Iran Thesis Title: Scale Invariant Processes and Lamperti Transformation. Supervisor: Dr. Saeid Rezakhah. |
2000-2004 |
B.Sc. in Statistics, Shahid Beheshti University, Tehran, Iran |
|
|
(2019) Journal of Theoretical Probability 32 (1), 202-215
Detection of Long-Range Correlations and Trends between Earthquakes in California,
(2019) Journal of Seismology and Earthquake Engineering 21 (3), 65-75
Generalized Likelihood Ratio Test for Detection of Multivariate DSI Processes,
(2018) Theory of Stochastic Processes 23 (1), 53-65
Time-Dependent Scaling Patterns in Sarpol-e Zahab Earthquakes
(2018) Journal of Seismology and Earthquake Engineering 20 (2), 21
(2017) Communications in Statistics -Theory and Methods 46 (10), 4700-4712
Scale Parameter Estimation of Discrete Scale Invariant Processes
(2017) Theory of Stochastic Processes 22 (1), 62-70
Discretization of Continuous Time Discrete Scale Invariant Processes: Estimation and Spectra
(2016) Journal of Statistical Physics 164 (2), 438-448
The Scale Invariant Wigner Spectrum Estimation of Gaussian Locally Self-Similar Processes
(2015) Communications in Statistics – Theory and Methods 44(23), 4983-5004
The Optimal Time-Frequency Kirkwood-Rihaczek Spectrum Estimation
(2020) 15th Iranian Statistics Conference, Yazd University, Yazd, Iran
Two Methods in Wigner-Ville Spectrum Estimation of LSPs
(2019) 12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran
Recognition of Multivariate Locally Stationary Processes in Cognitive Radio Signals
(2019) 12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran
Stochastic Modelling and Spectral Estimation of Locally Self-Similar Processes: A Case Study in Modelling Bird Chirp Signals
(2019) 12th Seminar on Probability and Stochastic Processes, Semnan University, Semnan, Iran
Long-Range Correlations and Trends Between Consecutive Earthquakes
(2019) 8th International Conference on Seismology & Earthquake Engineering, International Institute of Earthquakes Engineering and Siesmology
(2019) Hurst Parameter Estimation of Earthquakes in Sar Pol-e Zahab
3rd Iranian Conference on Mathematical Physics, Qom, Iran
Estimation and Comparison of Two Hurst Parameter Estimators, based on Hilbert-Haung Transform and Generalized Hurst Exponent in Financial Time Series
(2019) International Conference on Recent Achievements in Mathematical Science, Yazd University, Yazd, Iran
Optimal Estimation of Scale Invariant Wigner Spectrum Using Multitapers
(2018) International Conference on Mathematics (ICOM)/Minisymposuim on Approximate Theory, Fatih Sultan University, Istanbul, Turkey
Detection of Multivariate Discrete Scale Invariant Processes Using GLR Test
(2018) International Conference on Mathematics (ICOM)/Minisymposuim on Approximate Theory, Fatih Sultan University, Istanbul, Turkey
A New Time-Frequency Method in Cross-Term Reduction of Scale Invariant Wigner Spectrum
(2018) 48th Annual Iranian Mathematics Conference, Iran University of Science and Technology, Tehran, Iran
A Non-parametric Estimator of Covariance Function for Parameterized Family of Locally Self-Similar Processes
(2017) 10th International Workshop on Bayesian Inference in Stochastic Processes, Bocconi University, Milan, Italy
Optimal Scale Invariant Wigner Cross-Spectrum Estimation
(2016) 2nd International Conference on Research Engineering, Science and Technology, United Arab Emirates, Dubai
Hurst Parameter Estimation of a Certain Discrete Scale Invariant Processes
(2015) The 8th Statistical Conference, Payam-e Noor University, Tehran, Iran
Teaching the following courses at Alzahra University
Feb 2013 - Feb 2023
Postgraduate Courses:
I have got the best evaluation scores by students at the end of each semester, during these years
2014 - Present
|
|
2014 - Present