Raanju R. Sundararajan

Available identifiers

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

This page was built for person: Raanju R. Sundararajan