Journal papers

See my Google scholar page:

https://scholar.google.com/citations?hl=en&user=WR4xtSgAAAAJ&view_op=list_works&sortby=pubdate

1. Motaghed, S., Khazaee, M., Eftekhari, N., Mohammadi, M., (2023). A non-extensive approach to probabilistic seismic hazard analysis. Natural Hazards and Earth System Sciences 23 (3), 1117-1124

2. Mohammadi, M., (2023). A paradox in the theory of prediction. Fluctuation and Noise Letters. Accepted/In press

3. Mohammadi, M., (2022). Principal component for alpha-stable vectors. Communication in statistics – Simulation and computation, 51, 9, 5245-5263.

4.  Mohammadi, M., (2022). A new method for prediction of stationary time series using the Riemann sum approximation. Digital Signal Processing, 123, 103405.

5.   Motaghed, S., Khazaee, M. Mohammadi, M., (2021). The b-value estimation based on the artificial statistical method for Iran Kope-Dagh seismic province. 14, 15, 1-9.

6.  Mohammadi, M., (2017). Prediction of alpha-stable GARCH and ARMA-GARCH-M models. Journal of Forecasting, 36, 7, 859-866.

7.  Mohammadi, M., Mohammadpour, A., (2016). On the prediction of alpha-stable time series. Fluctuation and noise letters, 15, 1650021, DOI: http://dx.doi.org/10.1142/S0219477516500218

8.  Almasi, I., Mohammdpour, A., Mohammadi, M., (2015). Best Linear Unbiased Interpolation of Order Statistics. Communications in Statistics - Simulation and Computation, DOI: 10.1080/03610918.2015.1109656.

9.  Mohammadi, M., Mohammadpour, A., Ogata, H., (2014). On estimating the tail index and the spectral measure of alpha-stable random vectors. Metrika. DOI: 10.1007/s00184-014-0515-7.

10.  Mohammadi, M., Mohammadpour, A., (2014). Estimating the parameters of an alpha-stable distribution using the existence of moments of order statistics. Statistics and Probability Letters, 90, 78-84.

11.  Mohammadi, M., Mohammadpour, A., (2009). A simulation method for log fractional stable motion. Fractals, 17, 217, DOI: 10.1142/S0218348X09004399.

12.  Mohammadi, M., Mohammdpour, A., (2009). Best linear prediction for alpha-stable random processes. Statistics and Probability Letters, 79, 2266-2272.

13.  Mohammadi, M., Mohammdpour, A., (2014). On the best linear prediction of linear processes. Journal of Applied Functional Analysis, Vol. 10, No.'S 3-4, 254-265.

Some of conference papers

1.  Mohammadi, M., Mohammadpour, A., (2012) Order statistics of stable distributions and its applications in estimation. The eighth world congress in Probability and Statistics, Turkey, 9 July 2012 - 14 July.

2.  Mohammadi M., Mohammadpour, A., (2012) Tail index estimation of alpha-stable distributions. 10th German Probability and Statistics Days 2012 Germany 06 March 2012 - 09 March.

3.  Mohammadi, M., Mohammadpour, A., (2008). Best linear prediction for linear fractional stable noise. France, 21 June 2008 - 24 June.

4. Mohammadi, M., (2016).  Prediction of alpha-stable time series: a review. 17^th workshop in Applied Stochastic Processes. Isfahan University of Technology, Iran, 1 November 2016 - 3 November.