Sedigheh Zamani Mehreyan (Faculty Member)

Journal Paper

1. "Asymmetric smooth transition autoregressive model in forecasting finance rate on consumer installment loans at commercial banks"
   Sedigheh Zamani Mehreyan
   Journal of Mahani Mathematical Research (JMMR), Vol. 14, pp.491-504, 2025
2. "Designs and comparison of simple stress accelerated life tests for Weibull-half-logistic distribution based on progressive Type I censoring and a cost constraint"
   Ramin Kazemi, Sedigheh Zamani Mehreyan
   Journal of Statistics & Management Systems, Vol. 27, pp.1301-1315, 2024
3. "Vector Time Series Analysis on Economic Growth and Financial Growth Based on the Oil Price"
   AbdolReza Sayyareh, Omolbanin Bashiri Goudarzi, Sedigheh Zamani Mehreyan
   Communications in Statistics Case Studies Data Analysis and Applications, 2024
4. "Bootstrap choice of non-nested autoregressive model with non-normal innovations"
   Sedigheh Zamani Mehreyan
   Monte Carlo Methods and Applications, 2023
5. "Inference in Univariate and Bivariate Autoregressive Models with Non-Normal Innovations"
   Sedigheh Zamani Mehreyan, Abdolreza Sayyareh
   Journal of Mahani Mathematical Research (JMMR), Vol. 12, pp.59-89, 2023
6. "On the Sample Autocorrelation Function's Absolute Summability"
   Hossein Hassani, Mohammad Reza Yeganegi, Sedigheh Zamani Mehreyan, Abdolreza Sayyareh
   FLUCTUATION AND NOISE LETTERS, Vol. 21, 2022
7. "Vector Autoregressive Model Selection: Gross Domestic Product and Europe Oil Prices Data Modelling"
   Sedigheh Zamani Mehreyan, Abdolreza Sayyareh
   Journal of Statistical Research of Iran, Vol. 17, pp.63-94, 2020
8. "Non-nested model selection based on the quantiles and it's application in time series"
   Sedigheh Zamani Mehreyan, A. Sayyareh, D. Thomakos
   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, Vol. 48, pp.332-353, 2019
9. "Separated hypotheses testing for autoregressive models with non-negative residuals"
   Sedigheh Zamani Mehreyan, A Sayyareh
   JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, Vol. 87, pp.689-711, 2017
10. "Statistical Inference in Autoregressive Models with Non-negative Residuals"
    Sedigheh Zamani Mehreyan, Abdolreza Sayyareh
    Journal of Statistical Research of Iran, Vol. 12, pp.83-104, 2015
11. "Correcting Boosted Mixture Learning method using Vuong's test and its application in the Gamma Mixture Model"
    Sedigheh Zamani Mehreyan
    Vol. 27, pp.23-32, 2023
12. ""
    Sedigheh Zamani Mehreyan, Abdolreza Sayyareh
    Vol. 8, pp.16-37, 2018
13. ""
    Sedigheh Zamani Mehreyan, Alireza Nematollahi
    Vol. 7, pp.189-206, 2013

Conference Paper

1. ""
   Tannaz Ramezani, Arezo Hajrajabi, Sedigheh Zamani Mehreyan
   , pp.112-112, 2024
2. "Variable Selection in Spatial Regression Models Using Boosting Algorithm"
   Sedigheh Zamani Mehreyan
   5th Seminar on Spatial Statistics and Its Applications, No 5 , pp.89-96, 2023
3. "Analysis of Standard and Poor's 500 Composite Index using Logistic Smooth Transition Autoregressive Model with GARCH Errors"
   Omolbanin Bashiri Goudarzi, Sedigheh Zamani Mehreyan, Sayyareh Abdolreza
   , No 14 , pp.1-7, 2023
4. ""
   Sedigheh Zamani Mehreyan, Arezo Hajrajabi
   , No 14 , pp.1-8, 2023
5. "Symmetrical and Asymmetrical Smooth Transition Autoregressive-GARCH Model: Estimation and Model Selection"
   Sedigheh Zamani Mehreyan, Abdolreza Sayyareh
   , No 16 , pp.542-548, 2022
6. "Estimation of Smooth Transition Autoregressive Model: Modified Maximum Likelihood and Method of Moment"
   Sedigheh Zamani Mehreyan
   , No 53 , 2022
7. ""
   Sedigheh Zamani Mehreyan
   , No 1 , pp.333-341, 2022
8. "Estimation and model selection in GARCH model"
   Sedigheh Zamani Mehreyan, Abdolreza Sayyareh
   , No 1 , pp.199-208, 2021
9. "Moment Estimation and Model Selection in Univariate Autoregressive Models with Non-Normal Innovations"
   Sedigheh Zamani Mehreyan, Abdolreza Sayyareh
   52th Annual Iranian Mathematics Conference, 2021
10. "Inference on Economic Data Based on the Model Selection Test"
    Sedigheh Zamani Mehreyan, Abdolreza Sayyareh
    , 2021
11. "Model Selection in Count Time Series Data"
    Negar Madani, Sedigheh Zamani Mehreyan, Abdolreza Sayyareh
    14th Iranian Statistics Conference, Iranian Statistical Society, pp.465-474, 2018