Rajae Azrak

2006

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Rajae Azrak trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ishwar V. Basawa
2. Peter Hall
3. Robert B. Lund
4. Tim Bollerslev

Papers from Rajae Azrak's perspective

Ordered by how strongly the researchers Rajae Azrak trusts endorse each paper. Same corpus, a different order for every researcher.

1. Large Sample Properties of Parameter Estimates for Periodic ARMA Models
2. Generalized autoregressive conditional heteroskedasticity
3. Martingale Limit Theory and Its Application
4. Recursive Prediction and Likelihood Evaluation for Periodic ARMA Models
5. Periodically Correlated Random Sequences
6. Generalized Linear Models
7. The Elements of Statistical Learning: Data Mining, Inference, and Prediction
8. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
9. Introduction to Statistical Time Series.
10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers

• Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients (2006) — 51 citations