Chandra M. Gulati

Available identifiers

Publication	Date of Publication	Type
Statistical process control for autocorrelated data on grid	2019-08-30	Paper
Unit root tests for ESTAR models	2019-08-27	Paper
Finding the optimal pre-set boundaries for pairs trading strategy based on cointegration technique	2011-05-31	Paper
Loss protection in pairs trading through minimum profit bounds: A cointegration approach	2008-11-20	Paper
Asymptotics for general nonstationary fractionally integrated processes without prehistoric influence	2004-03-25	Paper
ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS	2004-02-11	Paper
Strong approximation for long memory processes with applications	2003-08-06	Paper
THE INVARIANCE PRINCIPLE FOR LINEAR PROCESSES WITH APPLICATIONS	2003-05-18	Paper
Asymptotics for moving average processes with dependent innovations	2002-10-23	Paper
https://portal.mardi4nfdi.de/entity/Q3042121	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3666088	1982-01-01	Paper
A note on the random walk model arising in double diffusion	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3672853	1981-01-01	Paper
The random walk associated by the game of roulette	1981-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3673837	1981-01-01	Paper
Selection of certain dichotomous experiments	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3891526	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3900858	1980-01-01	Paper

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