Statistical inference for time-varying ARCH processes R Dahlhaus, S Subba Rao | 259 | 2006 |
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 | 105 | 2011 |
Normalized least-squares estimation in time-varying ARCH models P Fryzlewicz, T Sapatinas, S Subba Rao | 90 | 2008 |
Multiple-change-point detection for auto-regressive conditional heteroscedastic processes P Fryzlewicz, SS Rao Journal of the Royal Statistical Society: Series B: Statistical Methodology …, 2014 | 73 | 2014 |
A Haar–Fisz technique for locally stationary volatility estimation P Fryzlewicz, T Sapatinas, SS Rao Biometrika 93 (3), 687-704, 2006 | 69 | 2006 |
Mixing properties of ARCH and time-varying ARCH processes P Fryzlewicz, S Subba Rao | 67 | 2011 |
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 | 64 | 2007 |
A test for second order stationarity of a multivariate time series C Jentsch, SS Rao Journal of Econometrics 185 (1), 124-161, 2015 | 55 | 2015 |
On some nonstationary, nonlinear random processes and their stationary approximations SS Rao Advances in Applied Probability 38 (4), 1155-1172, 2006 | 55 | 2006 |
A recursive online algorithm for the estimation of time-varying ARCH parameters R Dahlhaus, S Subba Rao | 41 | 2007 |
A test for stationarity for irregularly spaced spatial data S Bandyopadhyay, SS Rao Journal of the Royal Statistical Society. Series B (Statistical Methodology …, 2017 | 36 | 2017 |
The quantile spectral density and comparison based tests for nonlinear time series J Lee, SS Rao arXiv preprint arXiv:1112.2759, 2011 | 29 | 2011 |
Time series analysis: methods and applications TS Rao, SS Rao, CR Rao Elsevier, 2012 | 27 | 2012 |
A course in time series analysis SS Rao Technical Report, 2008 | 27 | 2008 |
Handbook of statistics: time series analysis: methods and applications TS Rao, SS Rao, CR Rao Elsevier Science, 2012 | 26 | 2012 |
Statistical Inference of Time-varying: ARCH Processes R Dahlhaus, SS Rao Zentrum für Technomathematik, 2003 | 25 | 2003 |
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 | 23 | 2015 |
A Spectral Domain Test for Stationarity of Spatio‐Temporal Data S Bandyopadhyay, C Jentsch, S Subba Rao Journal of Time Series Analysis 38 (2), 326-351, 2017 | 14 | 2017 |
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 | 14 | 2008 |
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 | 13 | 2021 |