Search Results - Rohan, Neelabh

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  1. 1
    A stochastic frontier regression model with dynamic frontier

    A stochastic frontier regression model with dynamic frontier by Ramanathan, T. V., Rohan, Neelabh, Abraham, Bovas

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  2. 2
    A time varying GARCH(p,q) model and related statistical inference

    A time varying GARCH(p,q) model and related statistical inference by Rohan, Neelabh

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  3. 3
    Nonparametric estimation of a time-varying GARCH model

    Nonparametric estimation of a time-varying GARCH model by Rohan, Neelabh, Ramanathan, T. V.

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  4. 4
    ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION

    ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION by Rohan, Neelabh, Ramanathan, T. V.

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  5. 5
    ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION: ARMA ORDER SELECTION USING FIC

    ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION: ARMA ORDER SELECTION USING FIC by Rohan, Neelabh, Ramanathan, T. V.

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  6. 6
    Integer autoregressive models with structural breaks

    Integer autoregressive models with structural breaks by Kashikar, Akanksha S., Rohan, Neelabh, Ramanathan, T.V.

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  7. 7
    Geometric ergodicity of asymmetric volatility models with stochastic parameters

    Geometric ergodicity of asymmetric volatility models with stochastic parameters by Rohan, Neelabh, Ramanathan, T. V.

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  8. 8
    Asymmetric Volatility Models with Structural Breaks

    Asymmetric Volatility Models with Structural Breaks by Rohan, Neelabh, Ramanathan, T. V.

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