Mahmoud and Zarepour, Luai Al Labadi (2012).
On a Rapid Simulation of the Dirichlet Process. To appear in Statistics
and Probability Letters.Mahmoud and Zarepour, Luai Al Labadi (2012).
On a Rapid Simulation of the Dirichlet Process. To appear in Statistics
and Probability Letters.
Roknossadati, S. M. and Zarepour, M. (2011).
M-estimation for Near Unit Roots in Spatial Autoregression with Infinite
Variance. Statistics, 45:4, 337-348.
Roknossadati, S. M. and Zarepour, M. (2010).
M-estimation for a Spatial Unilateral Autoregressive Model with Infinite
Variance Innovations. Econometric Theory, Volume 26, 1663-1682.
Ishwaran, H. , James, L. F. and
Zarepour, M. (2009).
An alternative to m out of n bootstrap.
Journal of Statistical Planning and Inference, Volume 39,
pages 788-801.
Ishwaran, H. and Zarepour, M. (2009). Series Representations for
Multivariate Generalized Gamma
Processes via a Scale Invariance Principle, Statistica Sinica 19,
1665-1682.
Ishwaran, H. Jahandideh, M. T. and Zarepour, M. (2008). Option Pricing for
infinite variance data. Statistics, 42(03), pages 245 - 260.
Zarepour, M., Bedard, T. and Dabrowski, A. R. (2008). Return and Value at
risk using the Dirichlet process. Applied Mathematical Finance, Volume 15,
Issue 3,pages 205-218.
Zarepour, M. and Roknossadati, S. M. (2008). Multivariate autoregression of
order
one with infinite variance innovations. Econometric Theory, Volume 24
, Issue 03, 677-695.
Ishwaran, H. and Zarepour, M. (2003). Random
probability measures
via Polya sequences: revisiting the Blackwell-MacQueen urn scheme.
ArXiv:math.PR/030904.
Zarepour, M.; Banjevic, D. (2002). A note on maximum autoregressive
processes of
order 1. Journal of Time Series Analysis, 23, no. 5, 619-626.
Ishwaran, Hemant; Zarepour, Mahmoud (2002). Dirichlet prior sieves
in finite normal mixtures. Statistica Sinica 12, no. 3, 941-963.
Ishwaran, Hemant; Zarepour, Mahmoud (2002). Exact and approximate sum
representations for the Dirichlet process. Canadian Journal of Statistics,
30, no. 2, 269-283.
Banjevic, Dragan; Ishwaran, Hemant; Zarepour, Mahmoud (2002).
A recursive method for functionals of Poisson processes. Bernoulli 8, no. 3, 295--311.
Ishwaran, Hemant; Zarepour, Mahmoud (2000). Markov chain Monte Carlo in
approximate
Dirichlet and beta two-parameter process hierarchical models.
Biometrika 87,
no. 2, 371-390.
Zarepour, M.; Knight, K.(1999). Bootstrapping unstable first order
autoregressive process
with errors in the domain of attraction of stable law. Stochastic
Models 15, no. 1, 11-27.
Zarepour, M.; Knight, K. (1999). Bootstrapping point processes with some
applications. Stochastic Process and Their Application, 84, no. 1, 81-90.
Zarepour, M. (1999). Bootstrapping convex hulls. Statistics and
Probability Letters, 45, no. 1, 55-63.
Zarepour, M. (1997). Some topics on infinite
Varaiance Random Variables, PhD thesis, University of Toronto.