H

• Haddadzadeh‎‎.N. G-frames in Hilbert Modules Over Pro-C*-‎algebras [ Vol.9, Issue 4 - Autumn Year 2017]
• Haji.M. Comparison of Neural Network Models, Vector Auto Regression (VAR), Bayesian Vector-Autoregressive (BVAR), Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) Process and Time Series in Forecasting Inflation in ‎Iran‎ [ Vol.9, Issue 2 - Spring Year 2017]