Available identifiers
zbMath Open shitan.mahendran MaRDI QID Q609687
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!
Publication Date of Publication Type First-order Spatial Gegenbauer Autoregressive (SGAR(1,1)) model and some of its properties 2024-04-30 Paper Robust principal component analysis in water quality index development 2023-10-20 Paper RETRACTED ARTICLE: Some properties of the generalized autoregressive moving average (GARMA(1, 2; δ , 1)) model 2023-07-11 Paper https://portal.mardi4nfdi.de/entity/Q5889657 2023-04-27 Paper First-Order Fractionally Integrated Non-Separable Spatial Autoregressive (FINSSAR(1,1)) Model and Some of its Properties 2023-04-25 Paper Some properties of Gamma Burr type \(X\) distribution with application 2021-05-21 Paper Markov bases and toric ideals for some contingency tables 2021-05-21 Paper https://portal.mardi4nfdi.de/entity/Q5217768 2020-02-26 Paper https://portal.mardi4nfdi.de/entity/Q5217758 2020-02-26 Paper https://portal.mardi4nfdi.de/entity/Q5217767 2020-02-26 Paper Quadrupole mass filter with fuzzy initial conditions 2018-01-31 Paper Asymptotic properties of GPH estimators of the memory parameters of the fractionally integrated separable spatial ARMA (FISSARMA) models 2017-02-03 Paper First-order random coefficient autoregressive (RCA(1)) model: joint Whittle estimation and information 2016-06-23 Paper Autocovariance function of the fractionally integrated separable spatial ARMA (FISSARMA) models 2015-06-24 Paper Corrigendum: Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties, Communications in Statistics—Theory and Methods, Volume 37 Issue No. 8, January 2008, Pages 1266–1273 2014-07-30 Paper Some Properties of the Normalized Periodogram of a Fractionally Integrated Separable Spatial ARMA (FISSARMA) Model 2013-06-13 Paper Approximate asymptotic variance-covariance matrix for the Whittle estimators of GAR(1) parameters 2013-05-13 Paper The market effect on Malaysian stock correlation network 2013-05-08 Paper A new adaptive test for paired data for small to moderate sample sizes 2013-03-21 Paper A first-order spatial integer-valued autoregressive \(\mathrm{SINAR}(1,1)\) model 2012-10-23 Paper A first-order spatial integer-valued autoregressive \(\mathrm{SINAR}(1,1)\) model 2012-08-01 Paper Forecasting performance of the (MA) model and the (GMA) model with applications to fnance 2012-05-30 Paper Some properties of the generalized autoregressive moving average (GARMA (1, 1; \(\delta _{1}, \delta _{2}\))) model 2012-05-18 Paper Time series properties of the class of generalized first-order autoregressive processes with moving average errors 2011-07-20 Paper A note on the properties of generalised separable spatial autoregressive process 2010-12-01 Paper A simulation study of the covariance and correlation properties of the fractionally integrated separable spatial autoregressive (FISSAR) model 2010-01-27 Paper Time series properties of the class of first order autoregressive processes with generalized moving average errors 2010-01-27 Paper On properties of the second order generalized autoregressive GAR(2) model with index 2009-11-16 Paper Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study 2009-08-13 Paper Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties 2009-06-25 Paper Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study 2009-05-12 Paper An asymptotic test for separability of a spatial autoregressive model 2000-06-13 Paper
Research outcomes over time
This page was built for person: Mahendran Shitan
