38 citations · 93 across the 7 of their papers we have counts for
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Limiting Spectral Distribution of moderately large Kendall's correlation matrix and its application
Raunak Shevade, Monika Bhattacharjee
We establish the limiting spectral distribution of Kendall's correlation matrices in the moderate high-dimensional regime where the dimension grows slower than the sample size. Our…
Change Point Estimation in Panel Data with Temporal and Cross-sectional Dependence
Monika Bhattacharjee, Moulinath Banerjee, George Michailidis
We study the problem of detecting a common change point in large panel data based on a mean shift model, wherein the errors exhibit both temporal and cross-sectional dependence. A…
Change Point Estimation in a Dynamic Stochastic Block Model
Monika Bhattacharjee, Moulinath Banerjee, George Michailidis
We consider the problem of estimating the location of a single change point in a dynamic stochastic block model. We propose two methods of estimating the change point, together wit…
Common change point estimation in panel data from the least squares and maximum likelihood viewpoints
Monika Bhattacharjee, Moulinath Banerjee, George Michailidis
We establish the convergence rates and asymptotic distributions of the common break change-point estimators, obtained by least squares and maximum likelihood in panel data models a…
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…