Arezo Hajrajabi

Associate Professor

Update: 2025-09-21

Arezo Hajrajabi (Faculty Member)

Faculty of Sciences / Statistics

Journal Paper

  1. "Nonlinear stochastic model for epidemic disease prediction by optimal filtering perspective"
    PARISA NABATI, Arezo Hajrajabi
    MATHEMATICAL METHODS IN THE APPLIED SCIENCES, Vol. 48, pp.8423-8439, 2025
  2. "Generalized Sichel Crash Predictive Model: Analysis of Predictor-Dependent Overdispersion in Urban Signalized Intersections"
    سیدمبین شاه موسوی, Hamid Reza Behnood, Arezo Hajrajabi, Farzad Moradi
    Iranian Journal of Science and Technology-Transactions of Civil Engineering, Vol. 2025, pp.1-14, 2025
  3. "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, Vol. 53, pp.6027-6037, 2024
  4. "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
  5. "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
  6. "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
  7. "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
  8. "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
  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. "Analysis of nonlinear state space model with dependent measurement noises"
    Arezo Hajrajabi
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, Vol. 48, pp.2088-2101, 2019
  11. "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
  12. "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
  13. "Markov Switching Model of Nonlinear Autoregressive with Skew-Symmetric Innovations"
    Arezo Hajrajabi
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, Vol. 89, pp.559-575, 2019
  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. "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
  16. "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
  17. "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
  18. "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
  19. "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
  20. "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
  21. "کاربست مدل های ناهم واریانس شرطی سری زمانی مالی"
    Arezo Hajrajabi, Sedigheh Zamani Mehreyan
    اندیشه آماری, 2025
  22. "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
    پرستاری ایران, Vol. 35, pp.374-391, 2022
  23. "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
    Quarterly Journal of Transportation Engineering, 2022
  24. "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
    مدیریت پرستاری, Vol. 10, pp.11-21, 2021
  25. "Evaluating the Speed Reduction by Installing Average Speed Cameras in Rural Multi-lane Roads"
    مهدی حیدری, Hamid Reza Behnood, Arezo Hajrajabi
    پژوهشنامه حمل و نقل, 2020
  26. "بررسی ارتباط جو اخلاقی با رفتارهای شهروندی سازمانی پرستاران بخش های مراقبت ویژه"
    Mozhdeh Navid hamidi, Hormat sadat Emamzadeh ghasemi, Arezo Hajrajabi, Somayeh esmaeli givi
    مدیریت پرستاری, Vol. 6, pp.51-59, 2017

Conference Paper

  1. "معادلات پالایش بهینه در مدل فضای وضعیت فرایند اورنشتاین اولنبک دوعاملی با عامل ابداغ وابسته"
    Tannaz Ramezani, Arezo Hajrajabi, Sedigheh Zamani Mehreyan
    هفدهیمن کنفرانس آمار ایران /کد اختصاصی: 03231-15325, pp.112-112, 2024
  2. "برآورد مدل خودبازگشتی با مانده های همبسته و توزیع گاما"
    Sedigheh Zamani Mehreyan, Arezo Hajrajabi
    چهاردهمین سمینار ملی احتمال و فرایندهای تصادفی - کد اختصاصی:02221-67920, 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"
    نورمحمد عبدالعزیز, Arezo Hajrajabi, Somaieh Ahmadi soltansaraie
    اولین کنفرانس ملی پژوهش های کاربردی در علوم پایه (ریاضی، شیمی و فیزیک) کد اختصاصی01220-68934, pp.1-6, 2022
  5. "کاربست مدل های میانگین و تلاطم سری زمانی مالی"
    Arezo Hajrajabi
    اولین کنفرانس بین المللی تجزیه و تحلیل داده های آماری, 2022
  6. "تحلیل فراوانی گرایانه مدل اتورگرسیو مرتبه دوم"
    Fatemeh Mostafapour, Arezo Hajrajabi
    13th Seminar on Probability and Stochastic Pri, 2021
  7. "مدل تصادفی مدار الکتریکی مقاومت-خازن و براورد پارامترهای آن"
    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