R. Bhansali

发表

Some properties of the order of an autoregressive model selected by a generalization of Akaike∘s EPF criterion

R. Bhansali, D. Downham, 1977 .

THE CRITERION AUTOREGRESSIVE TRANSFER FUNCTION OF PARZEN

R. Bhansali, 1986 .

Order selection for linear time series models: a review

R. Bhansali, 1993 .

Effects of Not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction—I

R. Bhansali, 1981 .

Asymptotic Properties of the Wiener‐Kolmogorov Predictor. I

R. Bhansali, 1974 .

Linear Prediction by Autoregressive Model Fitting in the Time Domain

R. Bhansali, 1978 .

Consistent Order Determination for Processes with Infinite Variance

R. J. Bhansali, R. Bhansali, 1988 .

Asymptotically efficient autoregressive model selection for multistep prediction

R. J. Bhansali, R. Bhansali, 1996 .

Recursive Order Selection for an Arma Process

R. Bhansali, 1994 .

Consistent Recursive Estimation of the Order of an Autoregressive Moving Average Process

R. J. Bhansali, R. Bhansali, 1991 .

ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING

R. Bhansali, 1989 .

Rational spectral density models for lattice data

R. J. Martin, R. Bhansali, L. Ippoliti, 2013 .

Computation of the forecast coefficients for multistep prediction of long-range dependent time series

Piotr Kokoszka, R. J. Bhansali, R. Bhansali, 2002 .

DIRECT AUTOREGRESSIVE PREDICTORS FOR MULTISTEP PREDICTION: ORDER SELECTION AND PERFORMANCE RELATIVE TO THE PLUG IN PREDICTORS

R. J. Bhansali, R. Bhansali, 1997 .

A derivation of the information criteria for selecting autoregressive models

R. J. Bhansali, R. Bhansali, 1986, Advances in Applied Probability.

ESTIMATION OF THE ORDER OF A MOVING AVERAGE MODEL FROM AUTOREGRESSIVE AND WINDOW ESTIMATES OF THE INVERSE CORRELATION FUNCTION

R. J. Bhansali, R. Bhansali, 1983 .

Convergence of quadratic forms with nonvanishing diagonal

Piotr Kokoszka, Liudas Giraitis, R. J. Bhansali, 2007 .

Autoregressive model selection for multistep prediction

R. J. Bhansali, R. Bhansali, 1999 .

Effects of the presence of a harmonic term on the spectral factorisation procedure 1

R. Bhansali, S. Sarhan, 1982 .

ESTIMATION OF THE PREDICTION ERROR VARIANCE AND AN R2 MEASURE BY AUTOREGRESSIVE MODEL FITTING

R. Bhansali, 1993 .

On a relationship between the inverse of a stationary covariance matrix and the linear interpolator

R. Bhansali, 1990, Journal of Applied Probability.

Long-memory time series: Theory and methods

R. Bhansali, 2007 .

The inverse partial correlation function of a time series and its applications

R. J. Bhansali, R. Bhansali, 1983 .

Approximations and limit theory for quadratic forms of linear processes

R. Bhansali, P. Kokoszka, L. Giraitis, 2007 .

Robustness of the autoregressive spectral estimate for linear processes with infinite variance

R. Bhansali, 1997 .

Recent Developments in Analysis of Time Series with Infinite Variance: A Review

R. J. Bhansali, R. Bhansali, 1996 .

Order Determination for Processes with Infinite Variance

R. Bhansali, 1984 .

Wiener filtering (with emphasis on frequency-domain approaches)

R. J. Bhansali, R. Bhansali, D. Karavellas, 1983 .

Convergence of Moments of Least Squares Estimators for the Coefficients of an Autoregressive Process of Unknown Order

R. Bhansali, F. Papangelou, 1991 .

Autoregressive and window estimates of the inverse correlation function

R. J. Bhansali, R. Bhansali, 1980 .

ANALYSIS OF COCOA PRICE SERIES BY AUTOREGRESSIVE MODEL FITTING TECHNIQUES

R. Bhansali, M. Beenstock, 1980 .

A Mixed Spectrum Analysis of the Lynx Data

R. J. Bhansali, R. Bhansali, 1979 .

Model specification and selection for multivariate time series

Rajendra J. Bhansali, R. Bhansali, 2020, J. Multivar. Anal..

Inverse Correlations for Multiple Time Series and Gaussian Random Fields and Measures of Their Linear Determinism

R. J. Bhansali, L. Ippoliti, R. Bhansali, 2005 .

FREQUENCY ANALYSIS OF CHAOTIC INTERMITTENCY MAPS WITH SLOWLY DECAYING CORRELATIONS

R. Bhansali, M. Holland, 2007 .

Estimation of the memory parameter by fitting fractionally differenced autoregressive models

Piotr Kokoszka, Liudas Giraitis, R. J. Bhansali, 2006 .

Prediction of Long-Memory Time Series: A Tutorial Review

Piotr Kokoszka, R. J. Bhansali, R. Bhansali, 2003 .

Estimation of the interpolation error variance and an index of linear determinism

R. Bhansali, F. Battaglia, 1987 .

THE EVALUATION OF CERTAIN QUADRATIC FORMS OCCURRING IN AUTOREGRESSIVE MODEL FITTING

R. Bhansali, 1982 .

Intermittency, Long-Memory and Financial Returns

R. Bhansali, P. Kokoszka, M. Holland, 2007 .

Long memory conditional random fields on regular lattices

R. Bhansali, P. Valentini, L. Ippoliti, 2023, Environmetrics.

On unified model selection for stationary and nonstationary short- and long-memory autoregressive processes

R. J. Bhansali, J. Beran, R. Bhansali, 1998 .

Estimation of the Long-Memory Parameter: A Review of Recent Developments and an Extension

R. J. Bhansali, Piota S. Kokoszka, R. Bhansali, 2001 .

A Monte Carlo Comparison of the Regression Method and the Spectral Methods of Prediction

R. J. Bhansali, R. Bhansali, 1973 .

Asymptotic Mean-square Error of Predicting more than One-step ahead Using the Regression Method

R. J. Bhansali, R. Bhansali, 1974 .

Asymptotically Efficient Selection of the Order by the Criterion Autoregressive Transfer Function

R. J. Bhansali, R. Bhansali, 1986 .