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A threshold model of real US GDP and the problem of constructing confidence intervals in TAR models

Enders, Walter; Falk, Barry; Siklos, Pierre L. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 3, pp. 1-26

Persistent link: https://www.econbiz.de/10009513022

Forecasting using the trend model with autoregressive errors

Falk, Barry; Roy, Anindya - In: International Journal of Forecasting 21 (2005) 2, pp. 291-302

Persistent link: https://www.econbiz.de/10005418650

Testing for Trend in the Presence of Autoregressive Error

Roy, Anindya; Falk, Barry; Fuller, Wayne A. - In: Journal of the American Statistical Association 99 (2004) December, pp. 1082-1091

Persistent link: https://www.econbiz.de/10005733967

A Review of Seasonal Adjustment Diagnostics

McElroy, Tucker; Roy, Anindya - In: International Statistical Review 90 (2021) 2, pp. 259-284

Persistent link: https://www.econbiz.de/10012809880

Model identification via total Frobenius norm of multivariate spectra

McElroy, Tucker; Roy, Anindya - In: Journal of the Royal Statistical Society: Series B … 84 (2021) 2, pp. 473-495

Persistent link: https://www.econbiz.de/10012810815

Bayesian Estimation of the Spectral Density of a Time Series

Choudhuri, Nidhan; Ghosal, Subhashis; Roy, Anindya - In: Journal of the American Statistical Association 99 (2004) December, pp. 1050-1059

Persistent link: https://www.econbiz.de/10005532595

Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes

Zhou, YanYan; Roy, Anindya - In: International Journal of Forecasting 22 (2006) 1, pp. 169-180

Persistent link: https://www.econbiz.de/10005418110

Minkowski--Weyl Priors for Models With Parameter Constraints: An Analysis of the BioCycle Study

Danaher, Michelle R.; Roy, Anindya; Chen, Zhen; … - In: Journal of the American Statistical Association 107 (2012) 500, pp. 1395-1409

We propose a general framework for performing full Bayesian analysis under linear inequality parameter constraints. The proposal is motivated by the BioCycle Study, a large cohort study of hormone levels of healthy women where certain well-established linear inequality constraints on the...

Persistent link: https://www.econbiz.de/10010971142

Nonparametric Bayesian Estimation of Positive False Discovery Rates

Tang, Yongqiang; Ghosal, Subhashis; Roy, Anindya - In: Biometrics 63 (2007) 4, pp. 1126-1134

Persistent link: https://www.econbiz.de/10010946867

Sample Size Determination for Hierarchical Longitudinal Designs with Differential Attrition Rates

Roy, Anindya; Bhaumik, Dulal K.; Aryal, Subhash; … - In: Biometrics 63 (2007) 3, pp. 699-707

Persistent link: https://www.econbiz.de/10010947042