- Publications
- Influence

Claim Your Author Page

Ensure your research is discoverable on Semantic Scholar. Claiming your author page allows you to personalize the information displayed and manage publications.

- R. J. Bhansali
- 1981

Abstract Given a realization of T consecutive observations of an autoregressive process, x, of unknown order m, a process of an arbitrary order p is assumed to be fitted for predicting the future… (More)

- R. J. Bhansali
- 1978

SUMMARY The asymptotic distribution of the order of an autoregression selected by a generalization of Akaike's FPE criterion is given. Some of the properties of the distribution are investigated. The… (More)

Motivated by applications to time series analysis, we establish the asymptotic normality of a quadratic form in i.i.d. random variables which has a nonvanishing diagonal. Our theory covers the case… (More)

- R. J. Bhansali
- 1979

SUMMARY The P(A) test suggested by Priestley (1962a, b) is applied to the Lynx data to test for the presence of unknown harmonic terms. This test detects one significant harmonic term of frequency… (More)

The paper develops a limit theory for the quadratic form Qn,X in linear random variables X1,...,Xn which can be used to derive the asymptotic normality of various semiparametric, kernel, window and… (More)

SUMMARY The question of model choice for the class of stationary and nonstationary, fractional and nonfractional autoregressive processes is considered. This class is defined by the property that the… (More)

- R. J. Bhansali
- 1997

A direct method for multistep prediction of a stationary time series con- sists of fitting a new autoregression for each lead time, h, by a linear regression procedure and to select the order to be… (More)

- R. J. Bhansali
- 1983

The results of a simulation study aimed at investigating and comparing the finite sample behaviour of the autoregressive and the window methods of estimating the inverse correlation function are… (More)