R. J. Bhansali

Available identifiers

zbMath Open bhansali.rajendra-jMaRDI QIDQ806873

List of research outcomes

Publication	Date of Publication	Type
Model specification and selection for multivariate time series	2020-02-05	Paper
https://portal.mardi4nfdi.de/entity/Q5434008	2008-01-09	Paper
https://portal.mardi4nfdi.de/entity/Q5425580	2007-11-14	Paper
Convergence of quadratic forms with nonvanishing diagonal	2007-07-16	Paper
Approximations and limit theory for quadratic forms of linear processes	2007-03-29	Paper
Estimation of the memory parameter by fitting fractionally differenced autoregressive models	2006-12-07	Paper
https://portal.mardi4nfdi.de/entity/Q5474887	2006-06-26	Paper
https://portal.mardi4nfdi.de/entity/Q5317345	2005-09-16	Paper
https://portal.mardi4nfdi.de/entity/Q4663802	2005-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q4458417	2004-03-17	Paper
https://portal.mardi4nfdi.de/entity/Q4407613	2003-01-01	Paper
Robustness of the autoregressive spectral estimate for linear processes with infinite variance	2000-04-27	Paper
Autoregressive model selection for multistep prediction	2000-04-02	Paper
Asymptotically efficient autoregressive model selection for multistep prediction	1999-11-22	Paper
https://portal.mardi4nfdi.de/entity/Q4344414	1998-04-05	Paper
On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes	1998-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4356544	1997-10-01	Paper
Estimation of the impulse response coefficients of a linear process with infinite variance	1993-09-30	Paper
https://portal.mardi4nfdi.de/entity/Q4694315	1993-06-29	Paper
ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R2MEASURE BY AUTOREGRESSIVE MODEL FITTING	1993-06-29	Paper
Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process	1992-06-26	Paper
Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order	1991-01-01	Paper
On a relationship between the inverse of a stationary covariance matrix and the linear interpolator	1990-01-01	Paper
ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING	1989-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5751797	1988-01-01	Paper
The discrimination between autoregressive and moving average models from the estimated inverse correlations	1987-01-01	Paper
Asymptotically efficient selection of the order by the criterion autoregressive transfer function	1986-01-01	Paper
A derivation of the information criteria for selecting autoregressive models	1986-01-01	Paper
THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN	1986-01-01	Paper
Asymptotic distribution of the autoregressive estimates of the inverse correlation function	1984-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3339981	1984-01-01	Paper
The inverse partial correlation function of a time series and its applications	1983-01-01	Paper
ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION	1983-01-01	Paper
A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function	1983-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3687561	1983-01-01	Paper
The evaluation of certain quadratic forms occurring in autoregressive model fitting	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3948498	1982-01-01	Paper
Effects of the presence of a harmonic term on the spectral factorisation procedure1	1982-01-01	Paper
Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1	1981-01-01	Paper
Autoregressive and window estimates of the inverse correlation function	1980-01-01	Paper
Linear prediction by autoregressive model fitting in the time domain	1978-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4127830	1977-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4158359	1977-01-01	Paper
Estimation of the moving average representation of a stationary nondeterministic process	1976-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4130257	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4772049	1974-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4768514	1973-01-01	Paper
A Monte Carlo Comparison of the Regression Method and the Spectral Methods of Prediction	1973-01-01	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: R. J. Bhansali