Well, the Seleucids, definitely (they were a multi-ethnic empire ruled by a Greco-Macedonian elite - the same kind of Greco-Macedonian elite that Cleopatra belong to). The Parthians seem a bit more unclear. They spoke an Iran language, had Iranian naming styles, practiced Zorostrianism (in a different form), observed a fair number of cultural practices typical of Ancient Iranians, and were intermarried thoroughly with the clans of that Achaemenids and Sassanids. They WERE, however, horse-nomads, rather than the more urban and agrarian Archaemenid, Sassanids, Safavids, and Afsharids, but I'm not convinced that, alone, makes them a completely different people.