Follow
Farzad Sabzikar
Title
Cited by
Cited by
Year
Tempered fractional calculus
F Sabzikar, MM Meerschaert, J Chen
Journal of Computational Physics 293, 14-28, 2015
3092015
Tempered fractional Brownian motion
MM Meerschaert, F Sabzikar
Statistics & Probability Letters 83 (10), 2269-2275, 2013
1192013
Tempered fractional time series model for turbulence in geophysical flows
MM Meerschaert, F Sabzikar, MS Phanikumar, A Zeleke
Journal of Statistical Mechanics: Theory and Experiment 2014 (9), P09023, 2014
1022014
Stochastic integration for tempered fractional Brownian motion
MM Meerschaert, F Sabzikar
Stochastic processes and their applications 124 (7), 2363-2387, 2014
622014
Tempered fractional calculus
MM Meerschaert, F Sabzikar, J Chen
Journal of computational physics 293, 14, 2015
392015
Tempered fractional Brownian and stable motions of second kind
F Sabzikar, D Surgailis
Statistics & Probability Letters 132, 17-27, 2018
312018
Parameter estimation for ARTFIMA time series
F Sabzikar, AI McLeod, MM Meerschaert
Journal of Statistical Planning and Inference 200, 129-145, 2019
232019
Tempered fractional stable motion
MM Meerschaert, F Sabzikar
Journal of Theoretical Probability 29, 681-706, 2016
232016
Invariance principles for tempered fractionally integrated processes
F Sabzikar, D Surgailis
Stochastic Processes and their Applications 128 (10), 3419-3438, 2018
222018
On fractional LÚvy processes: tempering, sample path properties and stochastic integration
BC Boniece, G Didier, F Sabzikar
Journal of Statistical Physics 178, 954-985, 2020
202020
Tempered fractional Brownian motion: wavelet estimation, modeling and testing
BC Boniece, G Didier, F Sabzikar
Applied and Computational Harmonic Analysis 51, 461-509, 2021
112021
How does tempering affect the local and global properties of fractional Brownian motion?
E Azmoodeh, F Mishura, Yuliya, Sabzikar
https://arxiv.org/abs/2005.11602, 2020
92020
Tempered fractionally integrated process with stable noise as a transient anomalous diffusion model
F Sabzikar, J Kabala, K Burnecki
Journal of Physics A: Mathematical and Theoretical 55 (17), 174002, 2022
72022
Asymptotic theory for near integrated processes driven by tempered linear processes
F Sabzikar, Q Wang, PCB Phillips
Journal of econometrics 216 (1), 192-202, 2020
62020
Tempered Hermite process
F Sabzikar
Modern Stochastics: Theory and Applications 2 (4), 327-341, 2015
62015
Tempered linear and non-linear time series models and their application to heavy-tailed solar flare data
J Susan Kabala, K Burnecki, F Sabzikar
Chaos: An Interdisciplinary Journal of Nonlinear Science 31 (11), 2021
32021
Parsimonious time series modeling for high frequency climate data
PL Anderson, F Sabzikar, MM Meerschaert
Journal of Time Series Analysis 42 (4), 442-470, 2021
32021
Asymptotic theory for regression models with fractional local to unity root errors
K De Brabanter, F Sabzikar
Metrika 84 (7), 997-1024, 2021
22021
Tempered fractional Brownian motion: wavelet estimation, modeling and testing
B Cooper Boniece, G Didier, F Sabzikar
arXiv e-prints, arXiv: 1808.04935, 2018
22018
Tempered Fractional Brownian Motion: Wavelet Estimation and Modeling of Turbulence in Geophysical Flows
BC Boniece, F Sabzikar, G Didier
2018 IEEE Statistical Signal Processing Workshop (SSP), 174-178, 2018
22018
The system can't perform the operation now. Try again later.
Articles 1–20