Personal Information

  • Position : Full Time Assistant Professor
  • Department : Mathematics
  • Specification :
  • Work Phone : 2403866/057
  • Email : maghazal@du.edu.eg

E-Courses

Researches

  1. On a spectral density estimate on non-crossed intervals observation
  2. Dynamics of EXPAR models for high frequency data
  3. Periodogram analysis with missing observations
  4. Transient solution to an infinite server queue with varying arrival and departure rate
  5. Asymptotic properties of spectral estimates of second-order with missed observations
  6. Estimating the spectral density, autocovariance function and spectral measure of continuous-time stationary processes
  7. Spectral analysis of strictly stationary continuous time series
  8. Some properties of the continuos expanded finite fourier transform
  9. Spectral analysis of time series in joint segments of observations
  10. Statistical analysis of broanded periodogram for continuous time stationary processes
  11. Periodogram analysis with missed observation between two vector valued stochastic process
  12. Asymptotic properties of the discrete stability time series with missed observations between two-vector valued stochastic process
  13. Nonparametric spectral analysis of continuous time Series
  14. Statistical analysis for stationary time processes with irregular observations
  15. Statistical properties of the periodogram for two vector-valued stability series with missed observations
  16. Some properties of the discrete expanded finite fourier transform with missed observations
  17. Some properties of the expanded finite Fourier transform
  18. Time series with Poisson point process
  19. Some Properties of the Function Corresponding to Analysis of Time Series
  20. Some Statistical Analysis for Continuous-Time Stationary Processes with Missed Data
  21. On the average Spectral of contnuous-time processes costruction and estimation
  22. Face Recognition System Using Independent Components Analysis and Support Vector Neural Network Classifier
  23. Statistical properties of time series with missing observations
  24. Linearly immutable continuously time series modeled bivariate stochastic processes with vector values: Distinguishing features
  25. On the Dynamics of Complex Valued Nonlinear Autoregressive Time Series Models and Stochastic Limit Cycles
  26. Statistical Properties of the Periodogram for Stable Random Field
  27. ASYMPTOTIC DISTRIBUTION OF SPECTRAL DENSITY ESTIMATE AND BROADENED PERIODOGRAM OF CONTINUOUS TIME SERIES
  28. SOME DISTINGUISHING CHARACTERISTICS OF THE LINEAR IMMUTABILITY OF CONTINUOUS TIME SERIES VIA BIVARIATE VECTOR VALUED STOCHASTIC PROCESSES