Publications
2023
Long memory conditional random fields on regular lattices
Ferretti, A., Ippoliti, L., Valentini, P., & Bhansali, R. J. (2023). Long memory conditional random fields on regular lattices. ENVIRONMETRICS. doi:10.1002/env.2817
2020
Model specification and selection for multivariate time series
Bhansali, R. J. (2020). Model specification and selection for multivariate time series. JOURNAL OF MULTIVARIATE ANALYSIS, 175. doi:10.1016/j.jmva.2019.104539
2019
Supplementary Material for Model Specification and Selection for Multivariate Time Series
Bhansali, R. J. (2019). Supplementary Material for Model Specification and Selection for Multivariate Time Series.
2013
Rational spectral density models for lattice data
Ippoliti, L., Martin, R. J., & Bhansali, R. J. (2013). Rational spectral density models for lattice data. Spatial Statistics, 6, 91-108. doi:10.1016/j.spasta.2013.09.001
2007
Convergence of quadratic forms with nonvanishing diagonal
Bhansali, R. J., Giraitis, L., & Kokoszka, P. S. (2007). Convergence of quadratic forms with nonvanishing diagonal. Statistics & Probability Letters, 77(7), 726-734. doi:10.1016/j.spl.2006.11.007
Approximations and limit theory for quadratic forms of linear processes
Bhansali, R. J., Giraitis, L., & Kokoszka, P. S. (2007). Approximations and limit theory for quadratic forms of linear processes. Stochastic Processes and their Applications, 117(1), 71-95. doi:10.1016/j.spa.2006.05.015
Frequency analysis of chaotic intermittency maps with slowly decaying correlations
Bhansali, R. J., & Holland, M. P. (2007). Frequency analysis of chaotic intermittency maps with slowly decaying correlations. Statistica Sinica, 17(1), 15-41.
Long-memory time series: Theory and methods
Palma, W. (2007). Long-memory time series: Theory and methods. Unknown Journal, 75(2), 271-272.
2006
Estimation of the memory parameter by fitting fractionally differenced autoregressive models
Bhansali, R. J., Giraitis, L., & Kokoszka, P. S. (2006). Estimation of the memory parameter by fitting fractionally differenced autoregressive models. Journal of Multivariate Analysis, 97(10), 2101-2130. doi:10.1016/j.jmva.2006.01.003
'Intermittency, long memory and financial returns'
Bhansali, R. J., Holland, M. P., & Kokoszka, P. S. (2006). 'Intermittency, long memory and financial returns'. In G. Teyssiere, & A. P. Kirman (Eds.), Long Memory in Economics (pp. 39-68). Heidelberg: Springer.
2005
Inverse Correlations for Multiple Time Series and Gaussian Random Fields and Measures of Their Linear Determinism
Bhansali, R. J., & Ippoliti, L. (2005). Inverse Correlations for Multiple Time Series and Gaussian Random Fields and Measures of Their Linear Determinism. Journal of Mathematics and Statistics, 1(4), 287-299. doi:10.3844/jmssp.2005.287.299
'Chaotic maps with slowly decaying correlations and intermittency'
Bhansali, R. J., Holland, M. P., & Kokoszka, P. S. (2005). 'Chaotic maps with slowly decaying correlations and intermittency'. Fields Institute Communications, 44, 99-126.
2003
Prediction of long-memory time series
Bhansali, R. J., & Kokoszka, P. S. (2003). Prediction of long-memory time series. In P. Doukhan, G. Oppenheim, & M. S. Taqqu (Eds.), Theory and Applications of Long-Range Dependence (pp. 355-367). Boston: Birkhauser.
Prediction of long-memory time series: a tutotial review
Bhansali, R. J., & Kokoszka, P. S. (2003). Prediction of long-memory time series: a tutotial review. In G. Rangarajan, & M. Ding (Eds.), Processes with Long Range Correlations (pp. 3-21). Berlin: Springer.
2002
Computation of the forecast coefficients for multistep prediction of long-range dependent time series
Bhansali, R. J., & Kokoszka, P. S. (2002). Computation of the forecast coefficients for multistep prediction of long-range dependent time series. International Journal of Forecasting, 18(2), 181-206. doi:10.1016/s0169-2070(01)00152-2
Multi-step forecasting
Bhansali, R. J. (2002). Multi-step forecasting. In M. P. Clements, & D. Hendry (Eds.), A Companion to Economic Forecasting (pp. 206-221). New York: Blackwell.
2001
'Prediction of long-memory time series: An overview'
Bhansali, R. J., & Kokoszka, P. S. (2001). 'Prediction of long-memory time series: An overview'. Revista Estadistica, 53(160-16), 41-96.
Estimation of the long memory parameter: A review of recent developments and an extension
Bhansali, R. J., & Kokoszka, P. S. (2001). Estimation of the long memory parameter: A review of recent developments and an extension. In I. V. Basawa, C. C. Heyde, & R. L. Taylor (Eds.), Proceedings of the Symposium on Inference for Stochastic Proceses (pp. 125-150). Ohio: Institute of Mathematical Statistics.