menu
Arezo Hajrajabi

Associate Professor

Update: 2025-01-15

Arezo Hajrajabi (Faculty Member)

Faculty of Basic Sciences / Statics

Journal Paper

  1. "A robust class of nonlinear autoregressive models with regression function and dependent innovations using semiparametric kernel estimation"
    Alaei Bita, Zare Karim, Soheil Shokri, Mohsen Maleki, Arezo Hajrajabi
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, pp.50-68, 2024
  2. "Nonlinear stochastic model for epidemic disease prediction by optimal filtering perspective"
    PARISA NABATI, Arezo Hajrajabi
    MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2024
  3. "Optimal filtering equations in state space model of the two factors mean reverting Ornstein-Uhlenbech process"
    Arezo Hajrajabi, Parisa Nabati
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, Vol. 52, pp.7532-7542, 2023
  4. "Nonlinear semiparametric autoregressive models based on a class of two-piece distributions"
    Bita Alaei, Karim Zare, Soheil Shokri, Arezo Hajrajabi, mohsen Maleki
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2023
  5. "Three-factor mean reverting Ornstein-Uhlenbeck process with stochastic drift term innovations: Nonlinear autoregressive approach with dependent error"
    parisa nabati, Arezo Hajrajabi
    Filomat, Vol. 36, pp.2345-2355, 2022
  6. "Autoregressive Time Series Analysis of Variance with Skew Normal Innovations"
    Arezo Hajrajabi, Afshin Fallah
    Bulletin of the Malaysian Mathematical Sciences Society, Vol. 45, pp.121-138, 2022
  7. "Symmetrical and Asymmetrical Mixture Autoregressive Processes"
    Mohsen Maleki, Arezo Hajrajabi, Reinaldo B Arellano-Valle
    Brazilian Journal of Probability and Statistics, Vol. 34, pp.273-290, 2020
  8. "Analysis of nonlinear state space model with dependent measurement noises"
    Arezo Hajrajabi
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, Vol. 48, pp.2088-2101, 2019
  9. "Classical and Bayesian Estimation of the AR(1) Model with Skew-Symmetric Innovations"
    Arezo Hajrajabi, Afshin Fallah
    Journal of the Iranian Statistical Society, Vol. 18, pp.157-175, 2019
  10. "Nonlinear semiparametric autoregressive model with finite mixtures of scale mixtures of skew normal innovations"
    Arezo Hajrajabi, Mohsen Maleki
    JOURNAL OF APPLIED STATISTICS, Vol. 46, pp.2010-2029, 2019
  11. "The First-Order Nonlinear Autoregressive Model with Skew Normal Innovations: A Semiparametric Approach"
    Arezo Hajrajabi, Seyed Javad Mortazavi
    Iranian Journal of Science and Technology Transaction A-Science, Vol. 43, pp.579-587, 2019
  12. "Markov Switching Model of Nonlinear Autoregressive with Skew-Symmetric Innovations"
    Arezo Hajrajabi
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, Vol. 89, pp.559-575, 2019
  13. "Nonlinear autoregressive model with stochastic volatility innovations Semiparametric and Bayesian approach"
    Arezo Hajrajabi, Yazdanian Ahmad reza, Farnoosh Rahman
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, Vol. 344, pp.37-46, 2018
  14. "Nonlinear semiparametric AR(1) model with skew-symmetric innovations"
    Arezo Hajrajabi, Afshin Fallah
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, Vol. 47, pp.1453-1462, 2018
  15. "Skew Normal State Space Modeling of RC Electrical Circuit and Parameter Estimation based on Particle Markov Chain Monte Carlo"
    Rahman Farnoosh, Arezo Hajrajabi
    Journal of Statistical Research of Iran, Vol. 12, pp.129-146, 2015
  16. "Hidden state estimation in the state space model with first-order autoregressive process noise"
    Rahman Farnoosh, Arezo Hajrajabi
    Iranian Journal of Science and Technology Transaction A-Science, Vol. A3, pp.321-327, 2014
  17. "Estimation of parameters in the state space model of stochastic RL electrical circuit"
    Rahman Farnoosh, Arezo Hajrajabi
    COMPEL-THE INTERNATIONAL JOURNAL FOR COMPUTATION AND MATHEMATICS IN ELECTRICAL AND ELECTRONIC ENGINEERING, Vol. 32, pp.1082-1097, 2013
  18. "A Family of Skew-Slash Distributions and Estimation of its Parameters via an EM Algorithm"
    Rahman Farnoosh, nader nematolahi, zohre Rahnamaei, Arezo Hajrajabi
    Journal of the Iranian Statistical Society, Vol. 12, pp.271-291, 2013
  19. "Parameters estimation for RL electrical circuits based on least square and Bayesian approach"
    R. Farnoosh, P. Nabati, Arezo Hajrajabi
    COMPEL-THE INTERNATIONAL JOURNAL FOR COMPUTATION AND MATHEMATICS IN ELECTRICAL AND ELECTRONIC ENGINEERING, Vol. 31, pp.1711-1725, 2012
  20. "The Components of Nursing Error Reporting in Selected Hospitals Affiliated to Tehran University of Medical Sciences in 2020"
    Amir Ghobadi, Fatemeh Hajibabaee, Hormato sadat Emamzadeh ghasemi, Arezo Hajrajabi, parasto aryamlo
    Vol. 35, pp.374-391, 2022
  21. "An Approach based on Geographic Weighted Regression Models in Predicting Pedestrian Crashes using Exposure and Environmental Variables"
    Saed ahmad reza Almasi, Hamid Reza Behnood, Arezo Hajrajabi
    2022
  22. "Investigating of organizational ethical climate from the perspective of nurses in selected hospitals of Tehran University of Medical Sciences in 2020"
    Amir Ghobadi, Hormato sadat Emamzadeh Ghasemi, Fateme Hajibabaee, Arezo Hajrajabi, Parasto Aryamlo
    Vol. 10, pp.11-21, 2021
  23. "Evaluating the Speed Reduction by Installing Average Speed Cameras in Rural Multi-lane Roads"
    , Hamid Reza Behnood, Arezo Hajrajabi
    2020
  24. ""
    Mozhdeh Navid hamidi, Hormat sadat Emamzadeh ghasemi, Arezo Hajrajabi, Somayeh esmaeli givi
    Vol. 6, pp.51-59, 2017

Conference Paper

  1. ""
    Tannaz Ramezani, Arezo Hajrajabi, Zamani mehriyan Sadigheh
    , pp.112-112, 2024
  2. ""
    Zamani mehriyan Sadigheh, Arezo Hajrajabi
    , No 14 , pp.1-8, 2023
  3. "Bayesian Inference in Stochastic Form of Multiplicative Error Model"
    Arezo Hajrajabi
    The 16th Iranian Statistics Conference, pp.188-194, 2022
  4. "State space model of a car"
    Arezo Hajrajabi, Somaieh Ahmadi soltansaraie
    , pp.1-6, 2022
  5. ""
    Arezo Hajrajabi
    , 2022
  6. ""
    Fatemeh Mostafapour, Arezo Hajrajabi
    13th Seminar on Probability and Stochastic Pri, 2021
  7. ""
    Arezo Hajrajabi, Sajede Lashgari
    The 12th Seminar on Probability and Stochastic Processes, pp.1-7, 2019
  8. "Nonlinear AR(1) model with dependent innovations"
    Arezo Hajrajabi
    11th Seminar on Probability and Stochastic Processes, pp.122-132, 2017