103 citations · 235 across the 32 of their papers we have counts for
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Assessing bivariate independence: Revisiting Bergsma's covariance
Divya Kappara, Arup Bose, Madhuchhanda Bhattacharjee
Bergsma (2006) proposed a covariance (X,Y) between random variables X and Y. He derived their asymptotic distributions under the null hypothesis of independence between X and Y.…
Spectral measure of empirical autocovariance matrices of high dimensional Gaussian stationary processes
Arup Bose, Walid Hachem
Consider the empirical autocovariance matrix at a given non-zero time lag based on observations from a multivariate complex Gaussian stationary time series. The spectral analysis o…
Large sample behaviour of high dimensional autocovariance matrices
Monika Bhattacharjee, Arup Bose
The existence of limiting spectral distribution (LSD) of , the symmetric sum of the sample autocovariance matrix of order , is known when the observ…
Resampling in Time Series Models
Abhishek Bhattacharya, Arup Bose
This project revolves around studying estimators for parameters in different Time Series models and studying their assymptotic properties. We introduce various bootstrap techniques…
Generalized bootstrap for estimating equations
Snigdhansu Chatterjee, Arup Bose
We introduce a generalized bootstrap technique for estimators obtained by solving estimating equations. Some special cases of this generalized bootstrap are the classical bootstrap…