Neelabh Rohan

From MaRDI portal



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!

PublicationDate of PublicationType
A stochastic frontier regression model with dynamic frontier
Communications in Statistics. Simulation and Computation
2022-07-05Paper
Integer autoregressive models with structural breaks
Journal of Applied Statistics
2020-10-26Paper
A time varying \(\mathrm{GARCH}(p,q)\) model and related statistical inference
Statistics & Probability Letters
2014-02-11Paper
Geometric ergodicity of asymmetric volatility models with stochastic parameters
Electronic Journal of Probability
2014-01-17Paper
Nonparametric estimation of a time-varying GARCH model
Journal of Nonparametric Statistics
2013-06-24Paper
Asymmetric volatility models with structural breaks
Communications in Statistics. Simulation and Computation
2012-10-30Paper
Order selection in ARMA models using the focused information criterion
Australian & New Zealand Journal of Statistics
2012-06-18Paper


Research outcomes over time


This page was built for person: Neelabh Rohan