New autoregressive (AR) order selection criteria based on the prediction error estimation. - Shapoor Khorshidi; Mahmood Karimi; A. R. Nematollahi (Signal Process., 2011)

Likelihood-Based Inference in Autoregressive Models with Scaled t-Distributed Innovations by Means of EM-Based Algorithms. - Hossein Haghbin; A. R. Nematollahi (Commun. Stat. Simul. Comput., 2013)

Maximum likelihood estimation in vector autoregressive models with multivariate scaled t-distributed innovations using EM-based algorithms. - A. S. Mirniam; A. R. Nematollahi (Commun. Stat. Simul. Comput., 2018)

Periodic autoregressive models with closed skew-normal innovations. - T. Manouchehri; A. R. Nematollahi (Comput. Stat., 2019)

Assessment of a generalized discrete time mixed δ-shock model for the multi-state systems. - H. Lorvand; A. R. Nematollahi; M. H. Poursaeed (J. Comput. Appl. Math., 2020)

Longitudinal functional nonlinear marginal mixed effect models. - R. Nasirzadeh; A. R. Soltani; A. R. Nematollahi (Commun. Stat. Simul. Comput., 2021)

Modeling additive genetic effects in animal models by closed skew normal distribution. - Fatemeh Pakbaz; Fatemeh Hosseini; A. R. Nematollahi (Commun. Stat. Simul. Comput., 2022)

Generalized mixed δ-shock models with random interarrival times and magnitude of shocks. - H. Lorvand; A. R. Nematollahi (J. Comput. Appl. Math., 2022)

Time series clustering based on latent volatility mixture modeling with applications in finance. - F. Setoudehtazangi; T. Manouchehri; A. R. Nematollahi; Massimiliano Caporin (Math. Comput. Simul., 2024)