Monika Bhattacharjee

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Publications (6)

• A white noise test under weak conditions
  Journal of Statistical Planning and Inference 2021 DOI: 10.1016/j.jspi.2020.07.004
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• Joint convergence of sample autocovariance matrices when $p/n\to 0$ with application
  Annals of Statistics 2019 DOI: 10.1214/18-aos1785
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• Matrix polynomial generalizations of the sample variance-covariance matrix when pn−1 → y ∈ (0, ∞)
  Indian Journal of Pure and Applied Mathematics 2017 DOI: 10.1007/s13226-017-0247-2
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• Polynomial generalizations of the sample variance-covariance matrix when pn−1 → 0
  Random Matrices: Theory and Applications 2016 DOI: 10.1142/s2010326316500143
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• Large sample behaviour of high dimensional autocovariance matrices
  The Annals of Statistics 2016 DOI: 10.1214/15-aos1378
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• ESTIMATION OF AUTOCOVARIANCE MATRICES FOR INFINITE DIMENSIONAL VECTOR LINEAR PROCESS
  Journal of Time Series Analysis 2014 DOI: 10.1111/jtsa.12063
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