Under-reported time-varying MINAR(1) process for modeling multivariate count series. - Zeynab Aghabazaz; Iraj Kazemi (Comput. Stat. Data Anal., 2023)

Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture. - Zeynab Aghabazaz; Iraj Kazemi; Alireza Nematollahi (J. Comput. Appl. Math., 2024)

A class of transformed joint quantile time series models with applications to health studies. - Fahimeh Tourani-Farani; Zeynab Aghabazaz; Iraj Kazemi (Comput. Stat., 2025)