The following pages link to Monika Bhattacharjee (Q282455):
Displayed 15 items.
- Large sample behaviour of high dimensional autocovariance matrices (Q282456) (← links)
- A white noise test under weak conditions (Q826992) (← links)
- Consistency of large dimensional sample covariance matrix under weak dependence (Q1731211) (← links)
- Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1}\to y(0,\infty)\) (Q1745672) (← links)
- Joint convergence of sample autocovariance matrices when \(p/n\to 0\) with application (Q2284381) (← links)
- Erratum to: ``Matrix polynomial generalizations of the sample variance-covariance matrix when \(pn^{-1} \to y \in (0,\ \infty)\)''. (Q2323000) (← links)
- ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS (Q2936573) (← links)
- Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0 (Q3179762) (← links)
- (Q4575350) (← links)
- (Q4969176) (← links)
- Weighted <i>l</i><sub>1</sub>‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors (Q6135357) (← links)
- (Q6187100) (← links)
- Common change point estimation in panel data from the least squares and maximum likelihood viewpoints (Q6290270) (← links)
- Change Point Estimation in a Dynamic Stochastic Block Model (Q6310883) (← links)
- Asymptotic freeness of sample covariance matrices via embedding (Q6358414) (← links)