محمد أبو الفتوح السيد غزال

كلية العلوم

البيانات الشخصية

الوظيفة : أستاذ متفرغ
القسم : الرياضيات
التخصص :
هاتف العمل : 2403866/057
البريد الإلكتروني : maghazal@du.edu.eg

المقررات الدراسية

الأبحاث العلمية علي موقع الجامعه

الأبحاث العلمية من Google Scholar

-	On a spectral density estimate on non-crossed intervals observation
-	Dynamics of EXPAR models for high frequency data
-	Periodogram analysis with missing observations
-	Transient solution to an infinite server queue with varying arrival and departure rate
-	Asymptotic properties of spectral estimates of second-order with missed observations
-	Estimating the spectral density, autocovariance function and spectral measure of continuous-time stationary processes
-	Spectral analysis of strictly stationary continuous time series
-	Statistical analysis of broanded periodogram for continuous time stationary processes
-	Some properties of the continuos expanded finite fourier transform
-	Spectral analysis of time series in joint segments of observations
-	Statistical analysis for stationary time processes with irregular observations
-	Periodogram analysis with missed observation between two vector valued stochastic process
-	Asymptotic Properties Of The Discrete Stability Time Series With Missed Observations Between Two Vector–Valued Stochastic Process
-	Nonparametric spectral analysis of continuous time Series
-	Some properties of the expanded finite Fourier transform
-	Statistical properties of the periodogram for two vector-valued stability series with missed observations
-	Some properties of the discrete expanded finite fourier transform with missed observations
-	Time series with Poisson point process
-	Face Recognition System Using Independent Components Analysis and Support Vector Neural Network Classifier
-	Some properties of The Function Corresponding To Analysis of Time Series
-	Some Statistical Analysis for Continuous-Time Stationary Processes with Missed Data
-	On the average Spectral of contnuous-time processes costruction and estimation
-	Statistical properties of time series with missing observations
-	Linearly immutable continuously time series modeled bivariate stochastic processes with vector values: Distinguishing features
-	On the Dynamics of Complex Valued Nonlinear Autoregressive Time Series Models and Stochastic Limit Cycles
-	Statistical Properties of the Periodogram for Stable Random Field
-	ASYMPTOTIC DISTRIBUTION OF SPECTRAL DENSITY ESTIMATE AND BROADENED PERIODOGRAM OF CONTINUOUS TIME SERIES
-	SOME DISTINGUISHING CHARACTERISTICS OF THE LINEAR IMMUTABILITY OF CONTINUOUS TIME SERIES VIA BIVARIATE VECTOR VALUED STOCHASTIC PROCESSES