Monika Bhattacharjee

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Testing high-dimensional means under sparse missing pattern Journal of Multivariate Analysis	2026-09-16	Paper
A central limit theorem for moderately high-dimensional Kendall's cross-correlation matrices with applications to independence testing Statistics & Probability Letters	2026-08-06	Paper
Spectrum of high-dimensional sample covariance and related matrices: a selective review	2024-11-28	Paper
Modelling COVID-19 -- II: spatio-temporal models with application to Kerala data Journal of the Indian Statistical Association	2024-08-27	Paper
Joint convergence of sample cross-covariance matrices (available as arXiv preprint)	2024-02-05	Paper
Joint convergence of sample cross-covariance matrices	2024-02-05	Paper
Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors Journal of Time Series Analysis	2023-08-24	Paper
Asymptotic freeness of sample covariance matrices via embedding	2021-01-16	Paper
A white noise test under weak conditions Journal of Statistical Planning and Inference	2021-01-06	Paper
Change point estimation in a dynamic stochastic block model (available as arXiv preprint)	2020-10-05	Paper
Change point estimation in a dynamic stochastic block model	2020-10-05	Paper
Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application The Annals of Statistics	2020-01-15	Paper
Erratum to: ``Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1} \to y \in (0,\ \infty)\)''. Indian Journal of Pure & Applied Mathematics	2019-08-30	Paper
Consistency of large dimensional sample covariance matrix under weak dependence Statistical Methodology	2019-03-13	Paper
Change Point Estimation in a Dynamic Stochastic Block Model (available as arXiv preprint)	2018-12-07	Paper
Large covariance and autocovariance matrices	2018-07-13	Paper
Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) Indian Journal of Pure & Applied Mathematics	2018-04-18	Paper
Common change point estimation in panel data from the least squares and maximum likelihood viewpoints	2017-08-19	Paper
Polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to 0\) Random Matrices: Theory and Applications	2016-12-20	Paper
Large sample behaviour of high dimensional autocovariance matrices The Annals of Statistics	2016-05-12	Paper
Large sample behaviour of high dimensional autocovariance matrices The Annals of Statistics	2016-05-12	Paper
Estimation of autocovariance matrices for infinite dimensional vector linear process Journal of Time Series Analysis	2014-12-17	Paper

Research outcomes over time

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