Items where Author is "Bhattacharjee, Monika"

Bhattacharjee, Monika ; Bose, Arup ; Srivastava, Radhendushka (2021) A white noise test under weak conditions Journal of Statistical Planning and Inference, 211 . pp. 362-390. ISSN 0378-3758

Bhattacharjee, Monika ; Bose, Arup (2019) Joint convergence of sample autocovariance matrices when $p/n\to 0$ with application Annals of Statistics, 47 (6). ISSN 0090-5364

Bhattacharjee, Monika ; Bose, Arup (2017) Matrix polynomial generalizations of the sample variance-covariance matrix when pn−1 → y ∈ (0, ∞) Indian Journal of Pure and Applied Mathematics, 48 (4). pp. 575-607. ISSN 0019-5588

Bhattacharjee, Monika ; Bose, Arup (2016) Large sample behaviour of high dimensional autocovariance matrices Annals of Statistics, 44 (2). ISSN 0090-5364

Bhattacharjee, Monika ; Bose, Arup (2014) Consistency of large dimensional sample covariance matrix under weak dependence Statistical Methodology, 20 . pp. 11-26. ISSN 1572-3127

Bhattacharjee, Monika ; Bose, Arup (2014) ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS Journal of Time Series Analysis, 35 (3). pp. 262-281. ISSN 0143-9782