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Rajae Azrak
Observed name:
R. Azrak
Institution:
Mohammed V University
Observed institutions:
Mohammed V University,
Université Libre de Bruxelles
ORCID:
0009-0002-8461-7093
Observed ORCID:
0009-0002-8461-7093
OpenAlex ID:
A5049099357
Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients
2006
·
Rajae Azrak
, Guy Mélard
·
Statistical Inference for Stochastic Processes
·
52
Asymptotic Properties of QML Estimators for VARMA Models with Time‐dependent Coefficients
2017
·
Abdelkamel Alj
, Rajae Azrak
, et al.
·
Scandinavian Journal of Statistics
·
19
PDF
The exact quasi-likelihood of time-dependent ARMA models
1998
·
Rajae Azrak
, Guy Mélard
·
Journal of Statistical Planning and Inference
·
15
On conditions in central limit theorems for martingale difference arrays
2014
·
Abdelkamel Alj
, Rajae Azrak
, et al.
·
Economics Letters
·
12
Asymptotic properties of conditional least-squares estimators for array time series
2021
·
Rajae Azrak
, Guy Mélard
·
Statistical Inference for Stochastic Processes
·
9
General estimation results for tdVARMA array models
2024
·
Abdelkamel Alj
, Rajae Azrak
, et al.
·
Journal of Time Series Analysis
·
8
PDF
Autoregressive Models with Time-Dependent Coefficients—A Comparison between Several Approaches
2022
·
Rajae Azrak
, Guy Mélard
·
Stats
·
6
PDF
Exact maximum likelihood estimation for extended ARIMA models
1993
·
R. Azrak
, G. Mélard
·
Springer eBooks
·
3
Technical Appendix to Asymptotic Properties of QML Estimators for VARMA Models with Time-Dependent Coefficients
2016
·
Abdelkamel Alj
, Rajae Azrak
, et al.
·
RePEc: Research Papers in Economics
·
1
On Conditions in Central Limit Theorems for Martingale Difference Arrays Long Version
2014
·
Abdelkamel Alj
, Rajae Azrak
, et al.
·
RePEc: Research Papers in Economics
·
1
Asymptotic Properties of Conditional Least-squares Estimators for Array Time Series
2017
·
Guy Mélard
, Rajae Azrak
·
RePEc: Research Papers in Economics
On Conditions in Central Limit Theorems for Martingale Difference Arrays
2015
·
Abdelkamel Alj
, Rajae Azrak
, et al.
AR models with time-dependent coefficients: a comparison between several approaches
2006
·
Rajae Azrak
, Guy Mélard
·
Dépôt institutionnel de l'Université libre de Bruxelles (Université Libre de Bruxelles)
Forecasting in the analysis of mobile telecommunication data: correction for outliers and replacement of missing observations
2003
·
Rajae Azrak
, Guy Mélard
, et al.
·
RePEc: Research Papers in Economics
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Works count:
14
Citation count:
126
H-index:
6
I10-index:
4
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