Sucharita Ghosh

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Person:207086

Available identifiers

zbMath Open ghosh.sucharitaMaRDI QIDQ207086

List of research outcomes

PublicationDate of PublicationType
A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates2022-07-04Paper
On nonparametric regression for bivariate circular long-memory time series2022-04-07Paper
Testing for the expected number of exceedances in strongly dependent seasonal time series2022-01-25Paper
On aggregation of strongly dependent time series2020-11-30Paper
Estimating the Mean Direction of Strongly Dependent Circular Time Series2020-05-27Paper
On Local Trigonometric Regression Under Dependence2018-07-11Paper
Kernel Smoothing: Principles, Methods and Applications2018-03-15Paper
On estimating the marginal distribution of a detrended series with long memory2018-02-21Paper
Computation of Spatial Gini Coefficients2016-05-25Paper
Surface estimation under local stationarity2015-06-22Paper
Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models2015-04-16Paper
On local slope estimation in partial linear models under Gaussian subordination2014-10-27Paper
From short to long memory: aggregation and estimation2014-04-14Paper
On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series2013-11-21Paper
Normality testing for a long-memory sequence using the empirical moment generating function2013-02-28Paper
Long-Memory Processes2013-02-13Paper
On rapid change points under long memory2010-08-19Paper
The unseen species number revisited2010-08-13Paper
On least squares estimation for long-memory lattice processes2009-11-13Paper
https://portal.mardi4nfdi.de/entity/Q53105372007-10-11Paper
On estimating the cumulant generating function of linear processes2006-09-12Paper
Nonparametric M-estimation with long-memory errors2003-10-14Paper
Nonparametric trend estimation in replicated time series2003-07-03Paper
Estimation of the Dominating Frequency for Stationary and Nonstationary Fractional Autoregressive Models2001-09-23Paper
Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors1999-03-14Paper
https://portal.mardi4nfdi.de/entity/Q47155941996-11-18Paper
Applications of empirical characteristic functions in some multivariate problems1993-05-16Paper
Slowly Decaying Correlations, Testing Normality, Nuisance Parameters1992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q39764281992-06-26Paper
An asymptotic neyman-pearson type result under symmetry constraints1988-01-01Paper

Research outcomes over time


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