Sucharita Ghosh

Available identifiers

zbMath Open ghosh.sucharitaMaRDI QIDQ207086

List of research outcomes

Publication	Date of Publication	Type
A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates	2022-07-04	Paper
On nonparametric regression for bivariate circular long-memory time series	2022-04-07	Paper
Testing for the expected number of exceedances in strongly dependent seasonal time series	2022-01-25	Paper
On aggregation of strongly dependent time series	2020-11-30	Paper
Estimating the Mean Direction of Strongly Dependent Circular Time Series	2020-05-27	Paper
On Local Trigonometric Regression Under Dependence	2018-07-11	Paper
Kernel Smoothing: Principles, Methods and Applications	2018-03-15	Paper
On estimating the marginal distribution of a detrended series with long memory	2018-02-21	Paper
Computation of Spatial Gini Coefficients	2016-05-25	Paper
Surface estimation under local stationarity	2015-06-22	Paper
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models	2015-04-16	Paper
On local slope estimation in partial linear models under Gaussian subordination	2014-10-27	Paper
From short to long memory: aggregation and estimation	2014-04-14	Paper
On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series	2013-11-21	Paper
Normality testing for a long-memory sequence using the empirical moment generating function	2013-02-28	Paper
Long-Memory Processes	2013-02-13	Paper
On rapid change points under long memory	2010-08-19	Paper
The unseen species number revisited	2010-08-13	Paper
On least squares estimation for long-memory lattice processes	2009-11-13	Paper
https://portal.mardi4nfdi.de/entity/Q5310537	2007-10-11	Paper
On estimating the cumulant generating function of linear processes	2006-09-12	Paper
Nonparametric M-estimation with long-memory errors	2003-10-14	Paper
Nonparametric trend estimation in replicated time series	2003-07-03	Paper
Estimation of the dominating frequency for stationary and nonstationary fractional autoregressive models	2001-09-23	Paper
Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors	1999-03-14	Paper
https://portal.mardi4nfdi.de/entity/Q4715594	1996-11-18	Paper
Applications of empirical characteristic functions in some multivariate problems	1993-05-16	Paper
Slowly Decaying Correlations, Testing Normality, Nuisance Parameters	1992-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q3976428	1992-06-26	Paper
An asymptotic neyman-pearson type result under symmetry constraints	1988-01-01	Paper

Research outcomes over time

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