4 citations · 6 across the 7 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2026
A Frequentist Approach to Change Point Detection: Methods and Applications
Debanjana Datta
In this paper we study the problem of change point detection in functional time series where the observations are allowed to vary on both sparse and dense support. We address the p…
math.ST2026
Measuring Tail Dependence in Linear Processes: Theory and Empirics
Debanjana Datta, Diganta Mukherjee
The quantitative analysis of financial time series often reveals two distinct features that standard Gaussian frameworks fail to capture: heavy-tailed marginal distributions and th…