M. Bhattacharjee

activity

20162021

most citedChange Point Estimation in Panel Data with Temporal and Cross-sectional Dependence

9 citations · 18 across the 4 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

math.PR2021

Joint convergence of sample cross-covariance matrices

Monika Bhattacharjee, Arup Bose, Apratim Dey

Suppose $X$ and $Y$ are $p \times n$ matrices each with mean $0$ , variance $1$ and where all moments of any order are uniformly bounded as $p, n \to \infty$ . Moreover, the entries $(…

math.PR2021★ 1 cited

Asymptotic freeness of sample covariance matrices via embedding

Monika Bhattacharjee, Arup Bose

We present an alternative proof of asymptotic freeness of independent sample covariance matrices, when the dimension and the sample size grow at the same rate, by embedding these m…