Rajae Azrak - Concepedia

Author

Rajae Azrak

Also Known As

R. Azrak, Rajae Azrak

Publications

121

Citations

H-Index

Concepts

All Affiliations

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

#	Concept	H-Index	Publications	Citations
1	Engineering	4	4	97
2	Business	2	2	70
3	Econometrics	2	2	70
4	Applied Econometrics	1	1	17
5	Probability Theory	1	1	12

Rajae Azrak

Publications

Citations

H-Index

Page 1

	Year	Citations
Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients Rajae Azrak, Guy Mélard Statistical Inference for Stochastic Processes Quasi-maximum Likelihood EstimatorsParameter IdentificationEngineeringParameter EstimationEstimation Statistic	2006	53
Asymptotic Properties of QML Estimators for VARMA Models with Time‐dependent Coefficients Abdelkamel Alj, Rajae Azrak, Christophe Ley, Scandinavian Journal of Statistics Parameter EstimationEngineeringApplied EconometricsVarma ModelsAverage Models	2017	17
The exact quasi-likelihood of time-dependent ARMA models Rajae Azrak, Guy Mélard Journal of Statistical Planning and Inference Parameter IdentificationParameter EstimationEngineeringEstimation TheoryStatistics	1998	15
On conditions in central limit theorems for martingale difference arrays Abdelkamel Alj, Rajae Azrak, Guy Mélard Economics Letters Central Limit TheoremsEngineeringIntegrable ProbabilityStochastic ProcessesStochastic Dynamical System	2014	12

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