Em P Rajendra Bhansali B.Com.(Bombay), B.Sc.(Econ)(London), PhD(London), FSS, FIMS,FASA,FISI

Emeritus Professor Mathematical Sciences

Work email Sa17@liverpool.ac.uk

Publications

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2023

Long memory conditional random fields on regular lattices (Journal article)

Ferretti, A., Ippoliti, L., Valentini, P., & Bhansali, R. J. (2023). Long memory conditional random fields on regular lattices. ENVIRONMETRICS. doi:10.1002/env.2817

DOI: 10.1002/env.2817

2020

Model specification and selection for multivariate time series (Journal article)

Bhansali, R. J. (2020). Model specification and selection for multivariate time series. JOURNAL OF MULTIVARIATE ANALYSIS, 175. doi:10.1016/j.jmva.2019.104539

DOI: 10.1016/j.jmva.2019.104539

2019

Supplementary Material for Model Specification and Selection for Multivariate Time Series (Figure)

Bhansali, R. J. (2019). Supplementary Material for Model Specification and Selection for Multivariate Time Series.

2013

Rational spectral density models for lattice data (Journal article)

Ippoliti, L., Martin, R. J., & Bhansali, R. J. (2013). Rational spectral density models for lattice data. Spatial Statistics, 6, 91-108. doi:10.1016/j.spasta.2013.09.001

DOI: 10.1016/j.spasta.2013.09.001

2007

Convergence of quadratic forms with nonvanishing diagonal (Journal article)

Bhansali, R. J., Giraitis, L., & Kokoszka, P. S. (2007). Convergence of quadratic forms with nonvanishing diagonal. Statistics & Probability Letters, 77(7), 726-734. doi:10.1016/j.spl.2006.11.007

DOI: 10.1016/j.spl.2006.11.007

Approximations and limit theory for quadratic forms of linear processes (Journal article)

Bhansali, R. J., Giraitis, L., & Kokoszka, P. S. (2007). Approximations and limit theory for quadratic forms of linear processes. Stochastic Processes and their Applications, 117(1), 71-95. doi:10.1016/j.spa.2006.05.015

DOI: 10.1016/j.spa.2006.05.015

Frequency analysis of chaotic intermittency maps with slowly decaying correlations (Journal article)

Bhansali, R. J., & Holland, M. P. (2007). Frequency analysis of chaotic intermittency maps with slowly decaying correlations. Statistica Sinica, 17(1), 15-41.

Long-memory time series: Theory and methods (Journal article)

Palma, W. (2007). Long-memory time series: Theory and methods. Unknown Journal, 75(2), 271-272.

2006

Estimation of the memory parameter by fitting fractionally differenced autoregressive models (Journal article)

Bhansali, R. J., Giraitis, L., & Kokoszka, P. S. (2006). Estimation of the memory parameter by fitting fractionally differenced autoregressive models. Journal of Multivariate Analysis, 97(10), 2101-2130. doi:10.1016/j.jmva.2006.01.003

DOI: 10.1016/j.jmva.2006.01.003

'Intermittency, long memory and financial returns' (Chapter)

Bhansali, R. J., Holland, M. P., & Kokoszka, P. S. (2006). 'Intermittency, long memory and financial returns'. In G. Teyssiere, & A. P. Kirman (Eds.), Long Memory in Economics (pp. 39-68). Heidelberg: Springer.

2005

Inverse Correlations for Multiple Time Series and Gaussian Random Fields and Measures of Their Linear Determinism (Journal article)

Bhansali, R. J., & Ippoliti, L. (2005). Inverse Correlations for Multiple Time Series and Gaussian Random Fields and Measures of Their Linear Determinism. Journal of Mathematics and Statistics, 1(4), 287-299. doi:10.3844/jmssp.2005.287.299

DOI: 10.3844/jmssp.2005.287.299

'Chaotic maps with slowly decaying correlations and intermittency' (Journal article)

Bhansali, R. J., Holland, M. P., & Kokoszka, P. S. (2005). 'Chaotic maps with slowly decaying correlations and intermittency'. Fields Institute Communications, 44, 99-126.

2003

Prediction of long-memory time series (Chapter)

Bhansali, R. J., & Kokoszka, P. S. (2003). Prediction of long-memory time series. In P. Doukhan, G. Oppenheim, & M. S. Taqqu (Eds.), Theory and Applications of Long-Range Dependence (pp. 355-367). Boston: Birkhauser.

Prediction of long-memory time series: a tutotial review (Chapter)

Bhansali, R. J., & Kokoszka, P. S. (2003). Prediction of long-memory time series: a tutotial review. In G. Rangarajan, & M. Ding (Eds.), Processes with Long Range Correlations (pp. 3-21). Berlin: Springer.

2002

Computation of the forecast coefficients for multistep prediction of long-range dependent time series (Journal article)

Bhansali, R. J., & Kokoszka, P. S. (2002). Computation of the forecast coefficients for multistep prediction of long-range dependent time series. International Journal of Forecasting, 18(2), 181-206. doi:10.1016/s0169-2070(01)00152-2

DOI: 10.1016/s0169-2070(01)00152-2

Multi-step forecasting (Chapter)

Bhansali, R. J. (2002). Multi-step forecasting. In M. P. Clements, & D. Hendry (Eds.), A Companion to Economic Forecasting (pp. 206-221). New York: Blackwell.

2001

'Prediction of long-memory time series: An overview' (Journal article)

Bhansali, R. J., & Kokoszka, P. S. (2001). 'Prediction of long-memory time series: An overview'. Revista Estadistica, 53(160-16), 41-96.

Estimation of the long memory parameter: A review of recent developments and an extension (Chapter)

Bhansali, R. J., & Kokoszka, P. S. (2001). Estimation of the long memory parameter: A review of recent developments and an extension. In I. V. Basawa, C. C. Heyde, & R. L. Taylor (Eds.), Proceedings of the Symposium on Inference for Stochastic Proceses (pp. 125-150). Ohio: Institute of Mathematical Statistics.