| Publication | Date of Publication | Type |
|---|
Rajendra Bhansali's contribution to the discussion of: ``New tools for network time series with an application to Covid-19 hospitalisations''
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2026-02-12 | Paper |
Long memory conditional random fields on regular lattices
Environmetrics | 2024-10-28 | Paper |
Rajendra Bhansali's contribution to the discussion of `Parameterizing and simulating from causal models' by Evans and Didelez
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-16 | Paper |
Model specification and selection for multivariate time series
Journal of Multivariate Analysis | 2020-02-05 | Paper |
| Frequency analysis of chaotic intermittency maps with slowly decaying correlations | 2008-01-09 | Paper |
| scientific article; zbMATH DE number 5211503 (Why is no real title available?) | 2007-11-14 | Paper |
| scientific article; zbMATH DE number 5211503 (Why is no real title available?) | 2007-11-14 | Paper |
Convergence of quadratic forms with nonvanishing diagonal
Statistics & Probability Letters | 2007-07-16 | Paper |
Approximations and limit theory for quadratic forms of linear processes
Stochastic Processes and their Applications | 2007-03-29 | Paper |
Estimation of the memory parameter by fitting fractionally differenced autoregressive models
Journal of Multivariate Analysis | 2006-12-07 | Paper |
| scientific article; zbMATH DE number 5035829 (Why is no real title available?) | 2006-06-26 | Paper |
| scientific article; zbMATH DE number 2206038 (Why is no real title available?) | 2005-09-16 | Paper |
| scientific article; zbMATH DE number 2152202 (Why is no real title available?) | 2005-04-04 | Paper |
| scientific article; zbMATH DE number 2060187 (Why is no real title available?) | 2004-03-17 | Paper |
| scientific article; zbMATH DE number 1944319 (Why is no real title available?) | 2003-01-01 | Paper |
Robustness of the autoregressive spectral estimate for linear processes with infinite variance
Journal of Time Series Analysis | 2000-04-27 | Paper |
Autoregressive model selection for multistep prediction
Journal of Statistical Planning and Inference | 2000-04-02 | Paper |
Asymptotically efficient autoregressive model selection for multistep prediction
Annals of the Institute of Statistical Mathematics | 1999-11-22 | Paper |
| scientific article; zbMATH DE number 1034046 (Why is no real title available?) | 1998-04-05 | Paper |
On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes
Biometrika | 1998-01-01 | Paper |
| scientific article; zbMATH DE number 1069583 (Why is no real title available?) | 1997-10-01 | Paper |
Estimation of the impulse response coefficients of a linear process with infinite variance
Journal of Multivariate Analysis | 1993-09-30 | Paper |
| scientific article; zbMATH DE number 218655 (Why is no real title available?) | 1993-06-29 | Paper |
ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R<sup>2</sup>MEASURE BY AUTOREGRESSIVE MODEL FITTING
Journal of Time Series Analysis | 1993-06-29 | Paper |
Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process
International Statistical Review / Revue Internationale de Statistique | 1992-06-26 | Paper |
Convergence of moments of least squares estimators for the coefficients of an autoregressive process of unknown order
The Annals of Statistics | 1991-01-01 | Paper |
On a relationship between the inverse of a stationary covariance matrix and the linear interpolator
Journal of Applied Probability | 1990-01-01 | Paper |
ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING
Journal of Time Series Analysis | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4186934 (Why is no real title available?) | 1988-01-01 | Paper |
The discrimination between autoregressive and moving average models from the estimated inverse correlations
Metron | 1987-01-01 | Paper |
Asymptotically efficient selection of the order by the criterion autoregressive transfer function
The Annals of Statistics | 1986-01-01 | Paper |
A derivation of the information criteria for selecting autoregressive models
Advances in Applied Probability | 1986-01-01 | Paper |
THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN
Journal of Time Series Analysis | 1986-01-01 | Paper |
| scientific article; zbMATH DE number 3874450 (Why is no real title available?) | 1984-01-01 | Paper |
Asymptotic distribution of the autoregressive estimates of the inverse correlation function
Metron | 1984-01-01 | Paper |
| scientific article; zbMATH DE number 3911541 (Why is no real title available?) | 1983-01-01 | Paper |
ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION
Journal of Time Series Analysis | 1983-01-01 | Paper |
A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function
Applied Statistics | 1983-01-01 | Paper |
The inverse partial correlation function of a time series and its applications
Journal of Multivariate Analysis | 1983-01-01 | Paper |
| scientific article; zbMATH DE number 3766911 (Why is no real title available?) | 1982-01-01 | Paper |
The evaluation of certain quadratic forms occurring in autoregressive model fitting
The Annals of Statistics | 1982-01-01 | Paper |
Effects of the presence of a harmonic term on the spectral factorisation procedure<sup>1</sup>
Series Statistics | 1982-01-01 | Paper |
Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1
Journal of the American Statistical Association | 1981-01-01 | Paper |
Autoregressive and window estimates of the inverse correlation function
Biometrika | 1980-01-01 | Paper |
Linear prediction by autoregressive model fitting in the time domain
The Annals of Statistics | 1978-01-01 | Paper |
| scientific article; zbMATH DE number 3591259 (Why is no real title available?) | 1977-01-01 | Paper |
| scientific article; zbMATH DE number 3555268 (Why is no real title available?) | 1977-01-01 | Paper |
Estimation of the moving average representation of a stationary nondeterministic process
Biometrika | 1976-01-01 | Paper |
| scientific article; zbMATH DE number 3557062 (Why is no real title available?) | 1975-01-01 | Paper |
| scientific article; zbMATH DE number 3446272 (Why is no real title available?) | 1974-01-01 | Paper |
| A Monte Carlo Comparison of the Regression Method and the Spectral Methods of Prediction | 1973-01-01 | Paper |
| scientific article; zbMATH DE number 3443051 (Why is no real title available?) | 1973-01-01 | Paper |
