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Rajendra Bhansali
Rajendra Bhansali
Visiting Professor of Statistics,Imperial College London
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POLITICAL ECONOMYa
CAE Goodhart, RJ Bhansali
Political studies 18 (1), 43-106, 1970
6301970
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
3441977
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
1821998
Statistical challenges of administrative and transaction data
DJ Hand
Journal of the Royal Statistical Society Series A: Statistics in Society 181 …, 2018
1612018
A Bayesian information criterion for singular models
M Drton, M Plummer
Journal of the Royal Statistical Society Series B: Statistical Methodology …, 2017
1412017
Linear prediction by autoregressive model fitting in the time domain
RJ Bhansali
The Annals of Statistics, 224-231, 1978
1221978
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
1161981
Asymptotically efficient autoregressive model selection for multistep prediction
RJ Bhansali
Annals of the Institute of Statistical Mathematics 48, 577-602, 1996
1131996
Autoregressive and window estimates of the inverse correlation function
RJ Bhansali
Biometrika 67 (3), 551-566, 1980
891980
Asymptotic properties of the Wiener–Kolmogorov predictor. I
RJ Bhansali
Journal of the Royal Statistical Society: Series B (Methodological) 36 (1 …, 1974
781974
Direct autoregressive predictors for multistep prediction: Order selection and performance relative to the plug in predictors
RJ Bhansali
Statistica Sinica, 425-449, 1997
671997
Parameter estimation and model selection for multistep prediction of a time series
RJ Bhansali
STATISTICS TEXTBOOKS AND MONOGRAPHS 158, 201-226, 1999
641999
Multi-step forecasting
RJ Bhansali
A Companion to Economic Forecasting 1, 207-221, 2002
622002
Convergence of quadratic forms with nonvanishing diagonal
RJ Bhansali, L Giraitis, PS Kokoszka
Statistics & probability letters 77 (7), 726-734, 2007
492007
Order selection for linear time series models: a review
RJ Bhansali
Developments in time series analysis, 50-66, 1993
481993
A mixed spectrum analysis of the lynx data
RJ Bhansali
Journal of the Royal Statistical Society Series A: Statistics in Society 142 …, 1979
461979
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
431973
The inverse partial correlation function of a time series and its applications
RJ Bhansali
Journal of Multivariate Analysis 13 (2), 310-327, 1983
391983
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
382007
Asymptotically efficient selection of the order by the criterion autoregressive transfer function
RJ Bhansali
The Annals of Statistics, 315-325, 1986
381986
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