Change point estimation in a dynamic stochastic block model M Bhattacharjee, M Banerjee, G Michailidis
Journal of machine learning research 21 (107), 1-59, 2020
54 2020 Large sample behaviour of high dimensional autocovariance matrices M Bhattacharjee, A Bose
31 2016 Large covariance and autocovariance matrices A Bose, M Bhattacharjee
Chapman and Hall/CRC, 2018
19 2018 Change point estimation in panel data with temporal and cross-sectional dependence M Bhattacharjee, M Banerjee, G Michailidis
arXiv preprint arXiv:1904.11101, 2019
16 2019 Consistency of large dimensional sample covariance matrix under weak dependence M Bhattacharjee, A Bose
Statistical Methodology 20, 11-26, 2014
14 2014 Estimation of autocovariance matrices for infinite dimensional vector linear process M Bhattacharjee, A Bose
Journal of Time Series Analysis 35 (3), 262-281, 2014
14 2014 Common change point estimation in panel data from the least squares and maximum likelihood viewpoints M Bhattacharjee, M Banerjee, G Michailidis
arXiv preprint arXiv:1708.05836, 2017
11 2017 Polynomial generalizations of the sample variance-covariance matrix when M Bhattacharjee, A Bose
Random Matrices: Theory and Applications 5 (04), 1650014, 2016
7 2016 Joint convergence of sample autocovariance matrices when with application M Bhattacharjee, A Bose
5 2019 Matrix polynomial generalizations of the sample variance-covariance matrix when pn −1 → y ∈ (0, ∞) M Bhattacharjee, A Bose
Indian Journal of Pure and Applied Mathematics 48, 575-607, 2017
5 2017 Joint convergence of sample cross-covariance matrices M Bhattacharjee, A Bose, A Dey
arXiv preprint arXiv:2103.11946, 2021
4 2021 Asymptotic freeness of sample covariance matrices via embedding M Bhattacharjee, A Bose
arXiv preprint arXiv:2101.06481, 2021
2 2021 Asymptotics of large variance-covariance and autocovariance matrices M BHATTACHARJEE
PhD Thesis, Indian Statistical Institute, 2016
2 2016 A white noise test under weak conditions M Bhattacharjee, A Bose, R Srivastava
Journal of Statistical Planning and Inference 211, 362-390, 2021
1 2021 Supplement to “Large sample behaviour of high dimensional autocovariance matrices.” M Bhattacharjee, A Bose
DOI, 2015
1 2015 Weighted l 1 ‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement Errors M Bhattacharjee, N Chakraborty, HL Koul
Journal of Time Series Analysis 44 (5-6), 442-473, 2023
2023 Matrix polynomial generalizations of the sample variance-covariance matrix when pn (-1)-> y is an element of (0, infinity)(vol 48, pg 575, 2017) M Bhattacharjee, A Bose
INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS 49 (4), 783-788, 2018
2018 Erratum to: Matrix polynomial generalizations of the sample variance-covariance matrix when pn− 1→ y∈(0,∞)(Indian Journal of Pure and Applied Mathematics,(2017), 48, 4,(575 … M Bhattacharjee, A Bose
Indian Journal of Pure and Applied Mathematics 49 (4), 783, 2018
2018 THE ANNALS RJ TIBSHIRANI, L WASSERMAN, J CHANG, CY TANG, Y WU, ...
Asymptotic validity of a white noise test under weak conditions: a cumulants approach M Bhattacharjee, A Bose, R Srivastava