The following pages link to Sucharita Ghosh (Q207086):
Displaying 30 items.
- On local slope estimation in partial linear models under Gaussian subordination (Q466527) (← links)
- The unseen species number revisited (Q987128) (← links)
- On rapid change points under long memory (Q989259) (← links)
- On least squares estimation for long-memory lattice processes (Q1036782) (← links)
- Nonparametric M-estimation with long-memory errors (Q1410279) (← links)
- Normality testing for a long-memory sequence using the empirical moment generating function (Q1937205) (← links)
- On nonparametric regression for bivariate circular long-memory time series (Q2122802) (← links)
- Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models (Q2340394) (← links)
- From short to long memory: aggregation and estimation (Q2445699) (← links)
- On estimating the cumulant generating function of linear processes (Q2502138) (← links)
- Estimation of the Dominating Frequency for Stationary and Nonstationary Fractional Autoregressive Models (Q2742778) (← links)
- Computation of Spatial Gini Coefficients (Q2807600) (← links)
- On trend estimation under monotone Gaussian subordination with long-memory: application to fossil pollen series (Q2863050) (← links)
- An asymptotic neyman-pearson type result under symmetry constraints (Q3780275) (← links)
- (Q3976428) (← links)
- Slowly Decaying Correlations, Testing Normality, Nuisance Parameters (Q3984607) (← links)
- Applications of empirical characteristic functions in some multivariate problems (Q4036392) (← links)
- Root-n-consistent Estimation in Partial Linear Models with Long-memory Errors (Q4231307) (← links)
- On Local Trigonometric Regression Under Dependence (Q4577085) (← links)
- On estimating the marginal distribution of a detrended series with long memory (Q4605235) (← links)
- Kernel Smoothing: Principles, Methods and Applications (Q4608136) (← links)
- (Q4715594) (← links)
- Long-Memory Processes (Q4904942) (← links)
- Testing for the expected number of exceedances in strongly dependent seasonal time series (Q5023852) (← links)
- A note on using the empirical moment generating function to estimate the variance of nonparametric trend estimates from independent time series replicates (Q5088111) (← links)
- Estimating the Mean Direction of Strongly Dependent Circular Time Series (Q5111842) (← links)
- On aggregation of strongly dependent time series (Q5136957) (← links)
- Surface estimation under local stationarity (Q5256288) (← links)
- (Q5310537) (← links)
- Nonparametric trend estimation in replicated time series (Q5945258) (← links)
