Mehrnaz Mohammadpour

Education

PhD. in Statistics , Shiraz University , Iran (2001 - 2006)
Thesis title: Multivariate stationary processes: moving average representation and interpolation
MSc. in Statistics , Shiraz University , Iran (1999 - 2001)
Thesis title: Autocorrelation behavior of moving average stable processes
BSc. in Statistics , ُShiraz University , Iran (1995 - 1999)
Thesis title: Multivariate Regression

Courses

Bachelor Of Science

Regression

Discrete Multivariate Methods

Time Series 1

Stochastic Processes 1

Master Of Science

2 Time Series

Stochastic Processes 2

Measure theory and probability 1,2

PHD

Time Series 2

Probability 2

.row3_default .coursesList .courseAcademicLevelContent { opacity: 1; position: static; height: initial; } .row3_default .coursesList .courseWrapper .courseAcademicLevelTitle { visibility: visible; font-family: Arial; font-size: 1.3rem; transition: background-color .5s, color .5s; display: block; float: left; color: rgb(102, 102, 102); background-color: rgb(255, 255, 255); direction: ltr; text-align: left; padding: .5% 2%; cursor: pointer; border-radius: 5%; margin-top: 1%; }

Research activities

Journal Papers

A threshold modeling for nonlinear time series of counts: application to COVID-19 data Nisreen Shamma, Mehrnaz Mohammadpour, Masoumeh Shirozhan (2024)

A new approach for time domain analysis of multivariate and functional time series Mehrnaz Mohammadpour, Sarooz Rezaee, َAhmad Reza Soltani (2023)

A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases Masoumeh Shirozhan, Hassan S. Bakouch, Mehrnaz Mohammadpour (2023)

Alternative procedures in dependent counting INAR process with application on COVID-19 Nisreen Shamma, Mehrnaz Mohammadpour (2022)

A special integer-valued bilinear time series model with applications Sakineh Ramezani, Mehrnaz Mohammadpour (2022)

Integer-valued bilinear model with dependent counting series Sakineh Ramezani, Mehrnaz Mohammadpour (2022)

A dependent counting INAR model with serially dependent innovation Masoumeh Shirozhan, Mehrnaz Mohammadpour (2021)

Integer-valued bilinear time series model with signed generalized power series thinning operator Sakineh Ramezani, Mehrnaz Mohammadpour (2021)

A time series model based on dependent zero inflated counting series Nisreen Shamma, Mehrnaz Mohammadpour, Masoumeh Shirozhan (2020)

An integer-valued bilinear time series model via two random operators Mehrnaz Mohammadpour, Hassan S. Bakouch, Sakineh Ramezani (2019)

An INAR(1) model based on the Pegram and thinning operators with serially dependent innovation Masoumeh Shirozhan, Mehrnaz Mohammadpour (2018)

Stationary Processes via Fourier Transformations: Representation and Estimation Sarooz Rezaee, Mehrnaz Mohammadpour, Ahmad Reza Soltani (2018)

Gumbel GARCH Model with Stock Application Mehrnaz Mohammadpour, Fatemeh Ziaeenejad (2018)

Poisson–Lindley INAR(1) model with applications Mehrnaz Mohammadpour, Hassan S. Bakouch, Masoumeh Shirozhan (2018)

A new class of INAR(1) model for count time series Masoumeh Shirozhan, Mehrnaz Mohammadpour (2018)

A ZERO-INFLATED GEOMETRIC INAR(1) PROCESS WITH RANDOM COEFFICIENT Hassan S. Bakouch, Mehrnaz Mohammadpour, Masoumeh Shirozhan (2018)

A New Geometric INAR(1) Model with Mixing Pegram and Generalized Binomial Thinning Operators Masoumeh Shirozhan, Mehrnaz Mohammadpour, Hassan S. Bakouch (2017)

On the Efficiency of the Maximum Likelihood and Maximum Quasi-Likelihood Estimators in the Second Order Markov Chains Mehrnaz Mohammadpour, Alireza Nematollahi, Mohammad Javad Yaripour (2017)

A Note on Backward Prediction for Multivariate ARMA Processes Mehrnaz Mohammadpour (2017)

Poisson-Lindley INAR(1) Model with Applications Mehrnaz Mohammadpour, Hassan S. Bakouch, Masoumeh Shirozhan (2016)

Estimation and Reconstruction Based on Left Censored Data from Pareto Model Akbar Asgharzadeh, Mehrnaz Mohammadpour, Z.M. Ganji (2014)

Forward Moving Average Representations for MA Processes of Finite Order: Multivariate Stationary and Periodically Correlated Mehrnaz Mohammadpour, Ahmad Reza Soltani (2014)

An interpolation algorithm for multivariate ARMA processes Mehrnaz Mohammadpour, Ahmad Reza Soltani (2011)

Forward Moving Average Representation in Multivariate MA(1) Processes Mehrnaz Mohammadpour, َAhmad Reza Soltani (2010)

Time Domain Interpolation Algorithm for Innovations of Discrete Time Multivariate Stationary Processes Ahmad Reza Soltani, Mehrnaz Mohammadpour (2009)

Conference Papers

Saddlepoint method in integer-valued bilinear model Mehrnaz Mohammadpour, Rana Bamdadi (2023)

Residual Analysis and Model Adequacy of Count Process Mehrnaz Mohammadpour, Nisreen Shamma (2022)

Frequency domain estimation of integer-valued bilinear time series models with signed thinning operator Mehrnaz Mohammadpour, Sakineh Ramezani (2020)

A new approach for time series analysis Mehrnaz Mohammadpour (2019)

A Parametric and Non Parametric Survey of the Integer-Valued Bilinear Process in the Time and Frequency Domains Sakineh Ramezani, Mehrnaz Mohammadpour (2019)

Backward prediction for INAR processes Masoumeh Shirozhan, Mehrnaz Mohammadpour (2017)

New Approach for Estimating Moving Average Parameters Sarooz Rezaee, Mehrnaz Mohammadpour (2017)

Improving MA representation of stationary process by finite Fourier transform Sarooz Rezaee, Mehrnaz Mohammadpour (2017)

Theses

Study of INAR(1) model with Bell innovations Ali Abed Saleh, Masoumeh Shirozhan, Mehrnaz Mohammadpour (2023)

براورد ناپارامتری توابع چگالی با تکیه گاه مثبت Jehan Jasem, Mehrnaz Mohammadpour, masoumeh Akbari (2022)

Tolerance intervals for time series models Dhuha Yasir Abdulwahhab, Mehrnaz Mohammadpour, S.M.T.K. MirMostafaee, Mehran Naghizadeh Qomi (2022)

A flexible INAR (1) model for overdispersion or underdispersion count process Mahir Suhail, Masoumeh Shirozhan, Mehrnaz Mohammadpour (2022)

Time series modeling based on dependent zero inflated counting series Nisreen Shamma, Akbar Asgharzadeh, Masoumeh Shirozhan, Mehrnaz Mohammadpour (2022)

.row3_default .researchActivities .researchTypeContent { opacity: 1; position: static; height: initial; } .row3_default .researchActivities .researchActivitiesWrapper .researchTypeTitle { visibility: visible; font-family: Arial; font-size: 1.3rem; transition: background-color .5s, color .5s; display: block; float: left; color: rgb(102, 102, 102); background-color: rgb(255, 255, 255); direction: ltr; text-align: left; padding: .5% 2%; cursor: pointer; border-radius: 5%; margin-top: 1%; } .row3_default .researchActivities .researchTypeContent table .Gv-Empty { text-align: left; direction: ltr; }

Research interests

Multivariate time series , Functional time series, Count time series,Stochastic Process, Probability

Name: Nisreen Shamma

AcademicLevel: PHD

Field: Statistics

Thesis: Time series modeling based on dependent zero inflated counting series
Name: Sakineh Ramezani

AcademicLevel: PHD

Field: Statistics

Thesis: Bilinear modeling and inference for count time series
Name: Masoumeh Shirozhan

AcademicLevel: PHD

Field: Statistics

Thesis: Modeling count time series with new operator and some marginal distributions
Name: Sarouz Rezaee

AcademicLevel: PHD

Field: Statistics

Thesis: Functional approach for estimation and prediction in the analysis of stationary processes

Head of department of Statistics (1399 - 1401)
Head of department of Statistics (1393 - 1395)

Mehrnaz Mohammadpour

Education

Courses

Research activities

Research interests

Students

Executive activities