Sankha Bhattacharya

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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
Asymptotic distribution of the estimated parameters of an \(\mathrm{ARMA}(p,q)\) process with mixing innovations
Brazilian Journal of Probability and Statistics
2015-08-14Paper
Rate of convergence in the central limit theorem for parameter estimation in a causal, invertible \(\mathrm{ARMA}(p,q)\) model
Journal of Time Series Analysis
2013-10-09Paper
Asymptotic distribution of the estimated parameters of an ARMA(\(p\),\(q\)) process in the presence of explosive roots
Applicationes Mathematicae
2012-09-26Paper
Rate of Convergence to Normality of Estimators in a Random Coefficient ARMA(p,q) Model
Communications in Statistics: Theory and Methods
2011-06-17Paper


Research outcomes over time


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