A note on maximum autoregressive processes of order one

M. ZAREPOUR , D. BANJEVIC
Journal of Time Series Analysis 23 ( 5) 619 -626

1
2002
A recursive method for functionals of Poisson processes

Hemant Ishwaran , Dragan Banjevic , Mahmoud Zarepour
Bernoulli 8 ( 3) 295 -311

9
2002
DIRICHLET PRIOR SIEVES IN FINITE NORMAL MIXTURES

Hemant Ishwaran , Mahmoud Zarepour
Statistica Sinica 12 ( 3) 941 -963

156
2002
SERIES REPRESENTATIONS FOR MULTIVARIATE GENERALIZED GAMMA PROCESSES VIA A SCALE INVARIANCE PRINCIPLE

Hemant Ishwaran , Mahmoud Zarepour
Statistica Sinica 19 ( 4) 1665 -1682

19
2009
On Asymptotic Properties and Almost Sure Approximation of the Normalized Inverse-Gaussian Process

Luai Al Labadi , Mahmoud Zarepour
Bayesian Analysis 8 ( 3) 553 -568

18
2013
A general guide in Bayesian and robust Bayesian estimation using Dirichlet processes

Ali Karimnezhad , Mahmoud Zarepour
Metrika 83 ( 3) 321 -346

2020
On resampling schemes for polytopes

Weinan Qi , Mahmoud Zarepour
Journal of Applied Probability 56 ( 4) 959 -980

2019
Return and Value at Risk using the Dirichlet Process

Mahmoud Zarepour , Thierry Bédard , André R. Dabrowski
Applied Mathematical Finance 15 ( 3) 205 -218

4
2008
Exact and approximate sum representations for the Dirichlet process

Hemant Ishwaran , Mahmoud Zarepour
Canadian Journal of Statistics-revue Canadienne De Statistique 30 ( 2) 269 -283

234
2002
A consistent bayesian bootstrap for chi-squared goodness-of-fit test using a dirichlet prior

Reyhaneh Hosseini , Mahmoud Zarepour
Communications in Statistics-theory and Methods 50 ( 8) 1756 -1773

2021
On Approximations of the Beta Process in Latent Feature Models: Point Processes Approach

Luai Al Labadi , Mahmoud Zarepour
Sankhya A 80 ( 1) 59 -79

4
2018
Goodness-of-fit tests based on the distance between the Dirichlet process and its base measure

Luai Al Labadi , Mahmoud Zarepour
Journal of Nonparametric Statistics 26 ( 2) 341 -357

16
2014
A nonparametric on-line quality control procedure for vectorial observations

Jun Mao , David R. McDonald , Mahmoud Zarepour
Journal of Nonparametric Statistics 25 ( 1) 21 -32

2013
On a rapid simulation of the Dirichlet process

Mahmoud Zarepour , Luai Al Labadi
Statistics & Probability Letters 82 ( 5) 916 -924

30
2012
Asymptotic theory for M-estimates in unstable AR(p) processes with infinite variance innovations

Maryam Sohrabi , Mahmoud Zarepour
Journal of Statistical Planning and Inference 198 105 -118

2019
Option pricing for infinite variance data

Hemant Ishwaran , Mohammad T. Jahandideh , Mahmoud Zarepour
Statistics 42 ( 3) 245 -260

2008
A Bayesian nonparametric goodness of fit test for right censored data based on approximate samples from the beta-Stacy process

Luai Al Labadi , Mahmoud Zarepour
Canadian Journal of Statistics-revue Canadienne De Statistique 41 ( 3) 466 -487

15
2013
An alternative to the m out of n bootstrap

Hemant Ishwaran , Lancelot F. James , Mahmoud Zarepour
Journal of Statistical Planning and Inference 139 ( 3) 788 -801

6
2009