POLITICAL ECONOMYa CAE Goodhart, RJ Bhansali Political studies 18 (1), 43-106, 1970 | 630 | 1970 |
Some properties of the order of an autoregressive model selected by a generalization of Akaike∘ s EPF criterion RJ Bhansali, DY Downham Biometrika 64 (3), 547-551, 1977 | 344 | 1977 |
On unified model selection for stationary and nonstationary short-and long-memory autoregressive processes J Beran, RJ Bhansali, D Ocker Biometrika 85 (4), 921-934, 1998 | 182 | 1998 |
Statistical challenges of administrative and transaction data DJ Hand Journal of the Royal Statistical Society Series A: Statistics in Society 181 …, 2018 | 161 | 2018 |
A Bayesian information criterion for singular models M Drton, M Plummer Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2017 | 141 | 2017 |
Linear prediction by autoregressive model fitting in the time domain RJ Bhansali The Annals of Statistics, 224-231, 1978 | 122 | 1978 |
Effects of not knowing the order of an autoregressive process on the mean squared error of prediction—I RJ Bhansali Journal of the American Statistical Association 76 (375), 588-597, 1981 | 116 | 1981 |
Asymptotically efficient autoregressive model selection for multistep prediction RJ Bhansali Annals of the Institute of Statistical Mathematics 48, 577-602, 1996 | 113 | 1996 |
Autoregressive and window estimates of the inverse correlation function RJ Bhansali Biometrika 67 (3), 551-566, 1980 | 89 | 1980 |
Asymptotic properties of the Wiener–Kolmogorov predictor. I RJ Bhansali Journal of the Royal Statistical Society: Series B (Methodological) 36 (1 …, 1974 | 78 | 1974 |
Direct autoregressive predictors for multistep prediction: Order selection and performance relative to the plug in predictors RJ Bhansali Statistica Sinica, 425-449, 1997 | 67 | 1997 |
Parameter estimation and model selection for multistep prediction of a time series RJ Bhansali STATISTICS TEXTBOOKS AND MONOGRAPHS 158, 201-226, 1999 | 64 | 1999 |
Multi-step forecasting RJ Bhansali A Companion to Economic Forecasting 1, 207-221, 2002 | 62 | 2002 |
Convergence of quadratic forms with nonvanishing diagonal RJ Bhansali, L Giraitis, PS Kokoszka Statistics & probability letters 77 (7), 726-734, 2007 | 49 | 2007 |
Order selection for linear time series models: a review RJ Bhansali Developments in time series analysis, 50-66, 1993 | 48 | 1993 |
A mixed spectrum analysis of the lynx data RJ Bhansali Journal of the Royal Statistical Society Series A: Statistics in Society 142 …, 1979 | 46 | 1979 |
A Monte Carlo comparison of the regression method and the spectral methods of prediction RJ Bhansali Journal of the American Statistical Association 68 (343), 621-625, 1973 | 43 | 1973 |
The inverse partial correlation function of a time series and its applications RJ Bhansali Journal of Multivariate Analysis 13 (2), 310-327, 1983 | 39 | 1983 |
Approximations and limit theory for quadratic forms of linear processes RJ Bhansali, L Giraitis, PS Kokoszka Stochastic processes and their applications 117 (1), 71-95, 2007 | 38 | 2007 |
Asymptotically efficient selection of the order by the criterion autoregressive transfer function RJ Bhansali The Annals of Statistics, 315-325, 1986 | 38 | 1986 |