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) (link ) .
    (10) Sabzikar, F., McLeod, A. I., Meerschaert, M. M. : Parameter estimation for ARTFIMA time series (2018) (link ) .
    (9) Boniece, B.C., Didier, G. and Sabzikar, F. : 'Tempered fractional Brownian motion: wavelet estimation, modeling and testing'. Under review, pp.1-48 (2018) (link ) .
    (8) F. Sabzikar, D. Surgailis: Invariance principles for tempered fractionally integrated processes, Stochastic Processes and their Applications (2017) (link ) .
    (7) F. Sabzikar, D. Surgailis: Tempered fractional Brownian and stable motions of second kind, Statistics and Probability Letters, Vol. 132 (2018) pp. 17–27 (link ).
    (6) F. Sabzikar: Tempered Hermite process, Modern Stochastics: Theory and Applications, Vol. 2 (2015) pp. 327–341 (link ).
    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 (link ).
    (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.) (link ).
    (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 (link ).
    (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 (link ).
    (1) M.M. Meerschaert and Farzad Sabzikar, Tempered Fractional Brownian Motion, Statistics and Probability Letters, Vol. 83 (2013), No. 10, pp. 2269–2275 (link ).

    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.
      (link ).

      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: