I’m trying to create a linked server to connect to Azure Analysis Services but I’m facing the following error when trying to run this query:

SELECT * 
FROM OPENQUERY(Analytics, 'SELECT [CATALOG_NAME], [SCHEMA_NAME], [CUBE_NAME], [DIMENSION_UNIQUE_NAME] 
FROM $system.mdschema_dimensions')

I get these errors:

The OLE DB provider “MSOLAP” for linked server “Analytics” reported an error. Access denied.

Cannot get the column information from OLE DB provider “MSOLAP” for linked server “Analytics”.

This is how I created the linked server:

EXEC sp_addlinkedserver 
        @server = N'Analytics', 
        @srvproduct = N'', 
        @provider = N'MSOLAP', 
        @datasrc = N'asazure://westeurope.asazure.windows.net/aasacc',
        @catalog = N'AnalyticsTabular'

EXEC sp_addlinkedsrvlogin 
        @rmtsrvname = N'Analytics', 
        @useself = N'false', 
        @rmtuser = N'app:client-id', 
        @rmtpassword = N'client-secret';

I tried enabling the ‘Allow inprocess’ option from the MSOLAP provider but doing so lead me to this error:

Cannot initialize the data source object of OLE DB provider “MSOLAP” for linked server “Analytics”

Does anyone have any idea how to fix this?