Stochastic processes, Fractional calculus, Time series, Statistics, Stochastic calculus.Publications
(8) F. Sabzikar, D. Surgailis: Invariance principles for tempered fractionally integrated processes, Stochastic Processes and their Applications (2017).
(7) F. Sabzikar, D. Surgailis: Tempered fractional Brownian and stable motions of second kind, Statistics and Probability Letters, Vol. 132 (2018) pp. 17–27.
(6) F. Sabzikar: Tempered Hermite process, Modern Stochastics: Theory and Applications, Vol. 2 (2015) pp. 327–341.
(5) M. M. Meerschaert and F. Sabzikar: Tempered Fractional Stable Motion, Journal of Theoretical Probability, Vol. 29 (2016) pp. 681-706.
(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.)
(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.
(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.
(1) M.M. Meerschaert and Farzad Sabzikar, Tempered Fractional Brownian Motion, Statistics and Probability Letters, Vol. 83 (2013), No. 10, pp. 2269–2275.