Publications
Azzouz Dermoune, Eric Pierre Simon: Analysis of the maximum likelihood channel estimator for OFDM systems in the presence of unknown interference. EURASIP Journal on Advances in Signal Processing (2017).
Azzouz Dermoune, Cristian Preda: Parametrizations, fixed and random effects. Journal of Multivariate Analysis, 154 (2017) 162-176.
Azzouz Dermoune, Daoud Ounaissi, Nadji Rahmania: Oscillation of Metropolis-Hastings and simulated annealing algorithms around Lasso estimator,
Mathematics and Computers in Simulation 135(2017) 39-50.
Azzouz Dermoune, Cristian Preda: Estimation of noisy cubic spline using a natural basis, Annals of University of Craiova, Vol 43, n 1, 2016.
Azzouz Dermoune, Tianwen Wei: Fastica algorithm, Five criteria for optimal choice of the nonlinearity function, IEEE Transaction on Signal Processing, 61 (8) 2013, 2078-2087.
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Azzouz Dermoune, Nadji Rahmania, Tianwen Wei:
General linear mixed model and signal extraction problem with constraint.
Journal of multivariate analysis 105, 2012, 311-321.
Stefan Ankirchner, Azzouz Dermoune"
Multiperiod mean-variance portfolio optimization via market cloning."
Appl Math Optim (2011) 64: 135-154
DOI 10.1007/s00245-011-9134-0.
Azzouz Dermoune, Boualem Djehiche, and Nadji Rahmania"
Estimation of the smoothing parameters in the HPMV Filter."
Analele Stiintifice ale universitattii" Al.I.Cuza Din Iassi (S.N)
Matematica, Tomul LVII, 2011, f.1
DOI: 10.2478/v10157-010-0038-0
Azzouz Dermoune, Boualem Djehiche, and Nadji Rahmania (2009)"
Multivariate Extension of the Hodrick-Prescott Filter-Optimality and Characterization", Studies in Nonlinear Dynamics & Econometrics: Vol. 13: No. 3, Article 4.
http://www.bepress.com/snde/vol13/iss3/art4.
A. Dermoune, B. Djehiche, N. Rahmania"A consistent estimator of the smoothing parameter in the Hodrick-Prescott filter",
J. Japan Statist. Soc. 38 (2008), no. 2, 225--241.
Dermoune, Azzouz; Heinrich, Philippe "Spectral gap for multicolor nearest-neighbor exclusion processes with site disorder".
J. Stat. Phys. 131 (2008), no. 1, 117--125.
A. Dermoune, S. Martinez"
Around Multicolour Disordered Lattice gas", Journal of Statistical Physics, Vol. 123, No. 1,
April 2006.
A. Dermoune, P. Heinrich,
Equivalence of ensembles for colored particles in a disordered
lattice gas, Markov Processes
Relat. Fields, 11:405-424 (2005).
A. Dermoune, P. Heinrich"A small step
towards the hydrodynamic limit of a colored disordered lattice gas,
C.R. Acad. Sci. Paris, Ser. I 339 (2004) 507- 511.
A. Dermoune"d-dimensional pressureless
gas equations, Theory of Probability and
Its Applications, Vol. 49, Number 3, 2004.
A. Dermoune, S. Filali"Estimates of the
transition density of a gas system,
Journal de Mathématiques pures et Appliquées,
2004.
A. Dermoune"Propagation and conditional
propagation of chaos for pressureless gas equations, Proba. Theory
Relat. Fields, 126, 459-476, 2003.
A. Dermoune, S. Filali "Diffusion with
interactions between two types of particles and pressureless gas
equations" C. R. Acad. Sci. Paris, Ser.I 337 (2003) 731-735.
A. Dermoune"Propagation and conditional
propagation of chaos for pressureless gas equations, Proba. Theory
Relat. Fields, 126, 459-476, 2003.
A. Dermoune "Propagation of chaos for
pressureless gas equations with viscosity, C. R. Acad. Sci. Paris, Ser.
I 335 (2002).
A. Dermoune, O. Moutsinga "Generalized
variational principles" Lect. Notes in Math., Seminaire de
Probabilités XXXVI, 2001.
A. Dermoune, B. Djehiche "Pressureless
gas
equations with viscosity and nonlinear diffusion", C. R. Acad.
Sci.
Paris, t. 332, Serie I, p. 745-750, 2001.
A. Dermoune, H. Machrafi, O. Moutsinga, "Sticky
particle particles, scalar conservation laws and pressureless gas
equations",
Seminar on Stochastic Analysis, Random Fields and Applications III,
Dalang,
R.C./ Dozzi, M./ Russo, R. (Eds.), Birkhauser.
A. Dermoune, "Sticky particle model and
propagation of chaos", Nonlinear Analysis Theory, Methods &
Applications, 45
(2001) 529- 541.
A. Dermoune,"Probabilistic
interpretation of
sticky particle. The Annals of Probability 1999, vol. 27, No. 3,
1357-1367.
A. Dermoune,"Stochastic approach for the
Burgers
equations with singular initial value", & Vol. 17, number 4
(1999),
Stochastic Analysis and Applications. pp.529-539.
A. Dermoune, S. Hamadene, Y. Ouknine,
"Limit
theorem for the stochastic solution of Burgers equation", Stochastic
processes and their applications, 81 (1999), pp. 217-230.
A. Dermoune, S. Hamadene, Y. Ouknine,
"BSDE
with local time", à Stochastic and Sotchastic Reports,
Vol.66 (1999),
pp.103-119.
A. Dermoune,"Interprétation
probabiliste
d'une solution faible au système de loi de conservation
associé à la dynamique de particule en adhèsion", &
C.R.Acad.Sci. Paris, t. 326 (1998), Serie I, p. 595-599.
A. Dermoune, "The inviscid Burgers
equation
with initial value of Poissonian type", Journal of Statistical
Physics,
1997, vol. 88, issue 314.
A. Dermoune,"Around the stochastic
Burgers
equation", Stochastic Analysis and Applications, 1997, vol. 15, n.
3.
A. Dermoune, "Non-commutative Burgers
equation", Hokkaido Mathematical Journal, 1996, vol. XXV, n. 2.
A. Dermoune, Yu. A. Kutoyants,
"Expansion of
distribution of maximum likelihood estimate for misspecified diffusion
type
observation", Stochastics and Stochastics Reports, 1995, vol.52,
p.p.
121-145.
A. Dermoune,"Chaoticity on a stochastic
interval", Séminaire de Probabilités XXIX, Lect.Notes
in Math.
1613, 1995, p.p. 117-124.
