Main Subjects = Time series analysis
A new pseudo-parametric approach for unit root test using singular spectrum analysis and Gini-Ridge regression

Volume 5, Issue 2, July 2024, Pages 39-64

10.22034/jsmta.2025.21935.1149

masoud yarmohammadi; Zeinab Shabazi; Hossein Hassani; Ali Shadrokh


Improving recurrent forecasting in singular spectrum analysis using Kalman filter algorithm

Volume 3, Issue 1, January 2022, Pages 135-146

10.22034/jsmta.2023.19362.1078

Masoud Yarmohammadi; Reza Zabihi Moghadam; Hossein Hassani


On the estimation problem in AR(1) model with exponential innovations

Volume 2, Issue 2, July 2021, Pages 51-62

10.22034/jsmta.2021.2695

Abdollah Saadatmand; Ali Reza Nematollahi; Soltan Mohammad Sadooghi-Alvandi