254 citations · 420 across the 12 of their papers we have counts for
11 papers · 1 filter
Conditionally specified graphical modeling of stationary multivariate time series
Anirban Bhattacharya, Jan Johannes, Suhasini Subba Rao
Graphical models are ubiquitous for summarizing conditional relations in multivariate data. In many applications involving multivariate time series, it is of interest to learn an i…
Inverse covariance operators of multivariate nonstationary time series
Jonas Krampe, Suhasini Subba Rao
For multivariate stationary time series many important properties, such as partial correlation, graphical models and autoregressive representations are encoded in the inverse of it…
Graphical models for nonstationary time series
Sumanta Basu, Suhasini Subba Rao
We propose NonStGM, a general nonparametric graphical modeling framework for studying dynamic associations among the components of a nonstationary multivariate time series. It buil…
Reconciling the Gaussian and Whittle Likelihood with an application to estimation in the frequency domain
Suhasini Subba Rao, Junho Yang
In time series analysis there is an apparent dichotomy between time and frequency domain methods. The aim of this paper is to draw connections between frequency and time domain met…
Statistical inference for spatial statistics defined in the Fourier domain
Suhasini Subba Rao
A class of Fourier based statistics for irregular spaced spatial data is introduced, examples include, the Whittle likelihood, a parametric estimator of the covariance function bas…
The quantile spectral density and comparison based tests for nonlinear time series
Junbum Lee, Suhasini Subba Rao
In this paper we consider tests for nonlinear time series, which are motivated by the notion of serial dependence. The proposed tests are based on comparisons with the quantile spe…