Concepedia

Azzouz Dermoune

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Publications

9

Citations

216

H-Index

9

Active since

1995

Affiliations

Laboratoire de Mathématiques Blaise Pascal(Current)

Le Mans Université

KTH Royal Institute of Technology

Laboratoire Paul Painlevé

Azzouz Dermoune is an author at Laboratoire de Mathématiques Blaise Pascal specializing in engineering, statistics, and stochastic calculus.

Top concepts

EngineeringStatisticsStochastic CalculusEstimation TheoryApproximation TheoryStatistical InferenceProbabilityStochastic AnalysisEntropyFinance

Publications per year

1995–2013

9

Publications

9

FastICA Algorithm: Five Criteria for the Optimal Choice of the Nonlinearity Function

Azzouz Dermoune, Tianwen Wei · IEEE Transactions on Signal Processing · 2013 · 41 citations

Numerical Analysis, Engineering, Optimal Choice +18

A Consistent Estimator of the Smoothing Parameter in the Hodrick-Prescott Filter

Azzouz Dermoune, Boualem Djehiche, Nadji Rahmania · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 2008 · 39 citations · Full text

Parameter Estimation, So-called Hodrick-prescott Filter, Engineering +19

Probabilistic Interpretation of Sticky Particle Model

Azzouz Dermoune · The Annals of Probability · 1999 · 31 citations · Full text

Engineering, Entropy, Sticky Particle Model +12

Backward stochastic differential equation with local time

Azzouz Dermoune, Saïd Hamadène, Youssef Ouknine · Stochastics and stochastics reports · 1999 · 28 citations

Engineering, Local Time, Stochastic Processes +9

Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization

Azzouz Dermoune, Boualem Djehiche, Nadji Rahmania · Studies in Nonlinear Dynamics and Econometrics · 2009 · 18 citations

Mathematical Programming, Orthogonal Parametrization, Adaptive Filter +12

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