Raanju R. Sundararajan

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
A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference Statistics and Computing	2024-04-30	Paper
Student‐t stochastic volatility model with composite likelihood EM‐algorithm Journal of Time Series Analysis	2023-08-24	Paper
Factor modeling of multivariate time series: a frequency components approach Journal of Multivariate Analysis	2023-08-08	Paper
Cotrending: testing for common deterministic trends in varying means model Journal of Multivariate Analysis	2021-12-07	Paper
Principal component analysis using frequency components of multivariate time series Computational Statistics and Data Analysis	2021-05-07	Paper
Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing Bernoulli	2020-12-07	Paper
Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing Bernoulli	2020-12-07	Paper
Nonparametric change point detection in multivariate piecewise stationary time series Journal of Nonparametric Statistics	2018-12-03	Paper
Stationary subspace analysis of nonstationary processes Journal of Time Series Analysis	2018-05-16	Paper

Research outcomes over time

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