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Suhasini Subba Rao
Suhasini Subba Rao
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Citeret af
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Statistical inference for time-varying ARCH processes
R Dahlhaus, S Subba Rao
2782006
A test for second‐order stationarity of a time series based on the discrete Fourier transform
Y Dwivedi, S Subba Rao
Journal of Time Series Analysis 32 (1), 68-91, 2011
1102011
Normalized least-squares estimation in time-varying ARCH models
P Fryzlewicz, T Sapatinas, S Subba Rao
932008
Multiple-change-point detection for auto-regressive conditional heteroscedastic processes
P Fryzlewicz, S Subba Rao
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2014
812014
Mixing properties of ARCH and time-varying ARCH processes
P Fryzlewicz, S Subba Rao
752011
A Haar–Fisz technique for locally stationary volatility estimation
P Fryzlewicz, T Sapatinas, SS Rao
Biometrika 93 (3), 687-704, 2006
742006
Statistical analysis and time-series models for minimum/maximum temperatures in the Antarctic Peninsula
GL Hughes, S Subba Rao, T Subba Rao
Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2007
662007
A test for second order stationarity of a multivariate time series
C Jentsch, SS Rao
Journal of Econometrics 185 (1), 124-161, 2015
592015
On some nonstationary, nonlinear random processes and their stationary approximations
SS Rao
Advances in Applied Probability 38 (4), 1155-1172, 2006
562006
A test for stationarity for irregularly spaced spatial data
S Bandyopadhyay, SS Rao
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2017
452017
A recursive online algorithm for the estimation of time-varying ARCH parameters
R Dahlhaus, S Subba Rao
422007
A course in time series analysis
SS Rao
Technical Report, 2008
352008
The quantile spectral density and comparison based tests for nonlinear time series
J Lee, SS Rao
arXiv preprint arXiv:1112.2759, 2011
322011
Time series analysis: methods and applications
TS Rao, SS Rao, CR Rao
Elsevier, 2012
282012
Handbook of statistics: time series analysis: methods and applications
TS Rao, SS Rao, CR Rao
Elsevier Science, 2012
272012
Statistical Inference of Time-varying: ARCH Processes
R Dahlhaus, SS Rao
Zentrum für Technomathematik, 2003
252003
Raised venous lactate and markers of intestinal translocation are associated with mortality among in-patients with HIV-associated TB in rural South Africa
S Subbarao, KA Wilkinson, CL Van Halsema, SS Rao, T Boyles, NS Utay, ...
Journal of acquired immune deficiency syndromes (1999) 70 (4), 406, 2015
232015
Reconciling the Gaussian and Whittle likelihood with an application to estimation in the frequency domain
S Subba Rao, J Yang
The Annals of Statistics 49 (5), 2774-2802, 2021
202021
Statistical analysis of a spatio‐temporal model with location‐dependent parameters and a test for spatial stationarity
SS Rao
Journal of Time Series Analysis 29 (4), 673-694, 2008
162008
Statistical inference for spatial statistics defined in the Fourier domain
S Subba Rao
142018
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Artikler 1–20