Farzad Sabzikar
Iowa State University
See my Research
Research interests
Stochastic processes, Fractional calculus, Time series, Statistics, Stochastic calculus.
Publications
(11) F. Sabzikar, F., Wang, Q., Phillips, P. C. B.: Asymptotic theory for near integrated processes driven by tempered linear processes (2018)
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(10) Sabzikar, F., McLeod, A. I., Meerschaert, M. M. : Parameter estimation for ARTFIMA time series (2018)
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(9) Boniece, B.C., Didier, G. and Sabzikar, F. : 'Tempered fractional Brownian motion: wavelet estimation, modeling and testing'. Under review, pp.1-48 (2018)
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(8) F. Sabzikar, D. Surgailis: Invariance principles for tempered fractionally integrated processes, Stochastic Processes and their Applications (2017)
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(7) F. Sabzikar, D. Surgailis: Tempered fractional Brownian and stable motions of second kind, Statistics and Probability Letters, Vol. 132 (2018) pp. 17–27
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(6) F. Sabzikar: Tempered Hermite process, Modern Stochastics: Theory and Applications, Vol. 2 (2015) pp. 327–341
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https://www.vmsta.org/journal/VMSTA/article/45/info
(5) M. M. Meerschaert and F. Sabzikar: Tempered Fractional Stable Motion, Journal of Theoretical Probability, Vol. 29 (2016) pp. 681-706
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(4) M. M. Meerschaert, F. Sabzikar, M. S. Phanikumar, and A. Zeleke: Tempered Fractional Time Series Model for Turbulence in Geophysical Flows,
Journal of Statistical Mechanics: Theory and Experiment, Vol. 2014 p. P09023 (13 pp.)
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(3) F. Sabzikar, M.M. Meerschaert, and J. Chen: Tempered Fractional Calculus, Journal of Computational Physics,
Vol. 293 (2015) pp. 14–28, Special Issue on Fractional Partial Differential Equations
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(2) M.M. Meerschaert and F. Sabzikar: Stochastic integration for tempered fractional Brownian motion,
Stochastic Processes and their Applications, Vol. 124 (2014), No. 7, pp. 2363–2387
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(1) M.M. Meerschaert and Farzad Sabzikar, Tempered Fractional Brownian Motion, Statistics and Probability Letters, Vol. 83 (2013), No. 10, pp. 2269–2275
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Conference papers (peer-reviewed):
(1) Boniece, B.C., Sabzikar, F. and Didier, G. (2018), 'Tempered fractional Brownian motion: wavelet estimation and modeling of turbulence in geophysical flows', IEEE Statistical Signal Processing Workshop, Freiburg, Germany, pp.1-5.
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Work in progress:
(2) Power variations of tempered fractional Brownian motion (60% done).
(1) Tempered fractional Levy processes (80% done) .
Spring 2018: STAT543 and STAT342: Theory of Probability and Statistics II, and Introduction
to the Theory of Probability and Statistics II.
Spring - Fall 2017 : STAT543, Theory of Probability and Statistics II, and STAT447, Statistical
Theory for Research Workers.
Spring - Fall 2016 : STAT447, Statistical Theory for Research Workers.
Fall 2015: STAT432, Applied Probability Models.
I joined to Iowa State University in August 2015 after getting my PhD in Statistics and Probability from Michigan State University.
I am interested in stochastic processes and their applications in Statistics. Please see my CV
and let me know if you have any question regarding my research. Here is my contact information: