Bibhuti B Bhattacharyya
Works (5)
Updated: April 11th, 2023 10:13
2006 journal article
Unit roots: Periodogram ordinate
STATISTICS & PROBABILITY LETTERS, 76(6), 641–651.
author keywords: autoregressive moving average processes; unit roots; periodograrn ordinate; limiting distributions
Source: Web Of Science
Added: August 6, 2018
2005 journal article
Parameter estimates for fractional autoregressive spatial processes
ANNALS OF STATISTICS, 33(6), 2553–2567.
author keywords: parameter estimation; autoregressive spatial process; spectral density function; long memory
doi.org (publisher)
Source: Web Of Science
Added: August 6, 2018
2003 journal article
Spatial autoregression model: strong consistency
STATISTICS & PROBABILITY LETTERS, 65(2), 71–77.
author keywords: spatial autoregression; unit roots; two-parameter martingale
Source: Web Of Science
Added: August 6, 2018
2000 journal article
Testing for unit roots in a nearly nonstationary spatial autoregressive process
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 52(1), 71–83.
author keywords: first-order autoregressive process; unit roots; nearly nonstationary; periodogram ordinate; local Pitman-type alternatives; Ornstein-Uhlenbeck process
Source: Web Of Science
Added: August 6, 2018
1997 journal article
Asymptotic inference for near unit roots in spatial autoregression
Annals of Statistics, 25(4), 1709–1724.
Source: NC State University Libraries
Added: August 6, 2018
