The following pages link to Raanju R. Sundararajan (Q830498):
Displaying 9 items.
- Principal component analysis using frequency components of multivariate time series (Q830499) (← links)
- (Q2057834) (redirect page) (← links)
- Cotrending: testing for common deterministic trends in varying means model (Q2057835) (← links)
- Stationary subspace analysis of nonstationary covariance processes: eigenstructure description and testing (Q2214252) (← links)
- Nonparametric change point detection in multivariate piecewise stationary time series (Q4559459) (← links)
- Stationary subspace analysis of nonstationary processes (Q4640223) (← links)
- Student‐t stochastic volatility model with composite likelihood EM‐algorithm (Q6135337) (← links)
- Factor modeling of multivariate time series: a frequency components approach (Q6168122) (← links)
- A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference (Q6494391) (← links)
