Concepedia

Rajae Azrak

RA

4

Publications

97

Citations

4

H-Index

1998

Active since

Affiliations

Université Libre de Bruxelles(Current)

Mohammed V University

Rajae Azrak is an author at Université Libre de Bruxelles specializing in engineering, statistics, and estimation theory.

Top concepts

StatisticsEngineeringEstimation TheoryBusinessEconometricsStochastic ProcessesStatistical InferenceTime Series EconometricsProbabilityStochastic Models

Publications per year

1998–2017

4

Publications

4

Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients

Rajae Azrak, Guy Mélard · Statistical Inference for Stochastic Processes · 2006 · 53 citations · Full text

Quasi-maximum Likelihood Estimators, Parameter Identification, Engineering +11

Asymptotic Properties of QML Estimators for VARMA Models with Time‐dependent Coefficients

Abdelkamel Alj, Rajae Azrak, Christophe Ley et al. · Scandinavian Journal of Statistics · 2017 · 17 citations · Full text

Parameter Estimation, Engineering, Applied Econometrics +20

The exact quasi-likelihood of time-dependent ARMA models

Rajae Azrak, Guy Mélard · Journal of Statistical Planning and Inference · 1998 · 15 citations · Full text

Parameter Identification, Parameter Estimation, Engineering +3

On conditions in central limit theorems for martingale difference arrays

Abdelkamel Alj, Rajae Azrak, Guy Mélard · Economics Letters · 2014 · 12 citations · Full text

Central Limit Theorems, Engineering, Integrable Probability +6

Rows per page

1–4 of 4