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

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)