Publications (in chronological order)

Transcription

1 Publications (in chronological order) 1. A note on the investigation of the optimal weight function in estimation of the spectral density (1963), J. Univ. Gau. 14, pages On the cross periodogram of a stationary Gaussian vector process (1967), Ann. Math. Statist. 39, pages Cross spectrum analysis of a Gaussian vector process in the presence of variance fluctuations (1968), Ann. Math. Statist. 39, pages A note on the asymptotic relative efficiencies of Cox and Stuart s test for testing trend and dispersion of a p-dependent time series (1968), Biometrika 55, pages On the investigation of the harmonic elements present in the mixing spectra (1968), Cal. Statist. Assoc. Bull. 17, pages A large sample test for regional homogenity (1968), J. Regional Science 8, pages (joint with R. Radha-Krishna). 7. Sequential and non sequential test procedure for discriminating between discrete, continuous and mixed spectra (1968), J. Ind. Statist. Assoc. 1, pages 1-12 (joint with J. Medhi). 8. A test for non-stationarity of time series (1969), J. Roy. Statist. Soc. B 31, (joint with M. B. Priestley). 9. On the estimation of time dependent parameters of non stationary time series models (1969), Bull. Int. Statist. Inst. pages The fitting of non stationary time series models with time dependent parameters (1970), J. Roy. Statist. Soc. B 32, pages A test for time dependence of a linear open loop system (1972), J. Roy. Statist. Soc. B 34, pages (joint with H. Tong). 12. On some tests for time dependence of a transfer function (1973) Biometrika 60, pages (joint with H. Tong). 1

2 13. Identification of the structure of multivariate stochastic systems (1972) Multivariate Analysis 3 (joint with M. B. Priestley and H. Tong). Ed. by P. R. Krishnaih, Academic Press, New York. 14. On the time dependent linear stochastic control systems (1973), Recent Mathematical Developments in Control pages , Ed. D. J. Bell. Academic Press, London. 15. Identification of the covariance structure of state space models (1974), Bull. Inst. Maths. and its Applications 10, pages??? (joint with H. Tong). 16. Applications of principal components analysis and factor analysis in the identification of multivariate systems (1974), I.E.E.E. Trans. Automatic Control 19, pages Linear time dependent systems (1974), I.E.E.E. Trans. Automatic Control 19, pages (joint with H. Tong). 18. The estimation of factor scores and Kalman filtering for discrete parameter stationary processes (1975), Int. J. Control 21, pages (joint with M. B. Priestley). 19. A note on the bias in the Kalman-Bucy Filter (1976), Int. J. Control 23, pages An innovation approach to the reduction of the dimensions in a multivariate stochastic system (1975), Int. J. Control 21, pages The estimation of autoregressive, moving average and mixed autoregressive systems with time dependent parameters of non stationary time series (1976), Int. J. Control 23, pages (joint with M. Y. Hussain). 22. Canonical factor analysis and stationary time series models (1976), Sankhya 38, pages On the use multivariate for identification of time series models (1977) Applications of time series analysis, Ed. B. L. Clarkson. Institute of Sound and Vibrations Research, University of Southampton, section

3 24. On the estimation of parameters of bilinear time series models (1978), Bull. Int. Statist. Inst. 47, pages Stochastic models for seismic events with applications in event discrimination (1978), Geophys. J. Roy. Astron. Soc. 55, pages (joint with P. Laycock and G. R. Dargahi Noubary). 26. A test for linearity of stationary time series (1980), J. Time Series Anal. pages (joint with M. M. Gabr). 27. The role of high order spectra in the analysis of non-linear time series (1980), Applications of Time Series Analysis., Published by the Institute of Sound and Vibration Research, University of Southhampton, Section On the theory of bilinear time series models (1981), J. Roy. Statist. Soc. B 43, pages The estimation and prediction of subset bilinear time series analysis models with applications (1981), J. Time Series. Anal. 2, pages (joint with M. M. Gabr). 30. A cumulative sum test for detecting change in time series (1981) Int J. Control 34, pages Statistical analysis of frequency modulated signals (1982), Proc. I.E.E.E. Conferene on Acoustics Signal Processings 2, pages (joint with M. Yar). 32. The bispectral analysis of non linear stationary time series with reference to bilinear time series models (1983), Handbook of Statistics (Frequency domain approach) Vol 3. Ed. D. R. Brillinger and P. R. Krishnaiah, North Holland. 33. On the existence of some bilinear time series models (1983), J. Time Series Anal. pages (joint with M. B. Rao and A. M. Walker). 34. Linear and Non Linear predictors for linear but non-gaussian processes (1984), Int. J. Control 40, pages

4 35. Demodulation of phase modulated signals in the presence of white noise (1984), Int. J. Control 40, pages (M. M. Gabr). 36. On the identification of bilinear systems from operating records (1984), Int J. Control 39, pages (joint with M. Yar). 37. The identification of quadratic non linear systems from operating systems (1985), Proc. IFAC Conference held at the University of York (joint with A M D Nunes). 38. Yule-Walker type equations for higher order moments and cumulants for bilinear models (1988), J. Time Series Anal. pages Spectral and bispectral methods for the analysis of non linear (non Gaussian) time series signals (1988), Nonlinear Time Series and Signal Processing, Ed. R. R. Mohler, Springer Verlag. 40. Estimation of the bispectral density function and detection of periodicities in a signal (1988), J. Mult. Anal. pages (joint with M. M. Gabr). This paper also appeared in the memorial volume of P. R. Krishnaiah, Ed. C.R. Rao, Academic Press. 41. The estimation of spectrum, inverse spectrum and inverse autocovariances of a stationary time series (1989), J. Time Series Anal. 10, pages On the Wiener-Ito representation and best linear predictors for bilinear models (1989), J. Appl. Prob. 26, pages Difference equations for high order moments and cumulants for the bilinear model BL(p,0,p,1) (1990), J. Time Series Anal. 12, pages Spectral analysis of stationary random processes (1991), Assam Statistical Review 5, pages The frequency domain methods of estimation of bilinear time series models (1992), J. Time Series Anal. 13, pages (joint with S. A. O. Sesay). 4

5 46. Classification of textures using second order spectra (1992), J. Time Series Anal. 16, pages (joint with J. Yuan). 47. Spectral estimation for random fields with applications for Markov modelling and texture classification (1993), In Markov Random Fields: Theory and Applications pages Ed. R. Chellappa and A Jain. Academic Press. 48. Analysis of nonlinear time series (and chaos) by bispectra methods. Nonlinear Modelling and Forecasting, Santa Fe Institute Studies in Science and Complexity 12, pages Ed. M Casdagli and S Eubank, Addison Wesley. 49. Identification of bilinear time series models (1992), Statistica Sinica 2, pages (joint with M. E. A. de Silva). 50. High order spectral estimation of random fields (1993), Multidimension Systems and Signal Processing 4, pages Detection of Periodicities in Signals (1993), Proc. on Statistical Challanges in Modern Astronomy pages Ed. E. Fiegelson and G. J. Babu, Springer-Verlag. 52. Demodulation of phase modulated signals (1993), Developments in Time Series Analysis. Ed. T. Subba Rao, Chapman-Hall. 53. Characterisation and estimation for multivariate Markov random field by spectral methods (1993), Multivariate Analysis: Future Directions pages Ed C. R. Rao, Elsevier Science Publishers. 54. Estimation of the bispectra density function in the case of randomly missing observations (1994), IEEE Trans. Signal Processing 42, pages (joint with M. M. Gabr). 55. Analysis of nonlinear and nonstationary time series (1995), Proc. for the 3rd International Conference in Applied Mathematics, Hamburg, 3rd-7th July, A frequency domain approach for estimating parameters in point process models (1996) Athens volume in Probability and Statistics, Lecture 5

6 Notes in Statistics: 115 pages Ed. P. M. Robinson and M. Rosenblatt. 57. Nonlinear (non-gaussian) time series, Chaos and Higher Order Spectra (??), Probability Models and Statistics Ed. A. C. Borshakuv and H. Choudhury. New Age Industrial Publishers, Delhi. 58. Time domain and frequency domain analysis of nonlinear astronomical time series (1997), Applications of Time Series in Astronomy and Meterology pages Ed. T. Subba Rao. M. B. Priestley and O. Lessi, Chapman Hall. 59. Spectral and wavelet methods for the analysis of nonlinear and nonstationary time series (1996), J. Franklin Inst. 333, pages (joint with K. C. Indukumar). 60. Tests for Gaussianity and linearity of multivariate stationary time series (1998), J. Statist. Planning and Inference 68, pages (joint with W. K. Wang). 61. Statistical analysis of nonlinear and nongaussian time series (1997), Stochastic Differential Equations and Difference Equations, Ed. I. Csiszar and Gy. Michaletzky. Birkhauser. 62. Some contributions to multivariate nonlinear time series bilinear models (1999), Asymptotics, Nonparametrics and Time Series. Ed. Subhir Gosh. Marcel Dekker Inc. New York (joint with W. K. Wong). 63. Some contributions for the theory of nonstationary time series (1997), Bull. Int. Statist. Institute. 2, pages Fast Fourier Transforms (Invited Review Article) (1997), Encyclopedia of Biostatistics. Ed. P. Armitage and T. Colton, John-Wiley, New York. 65. Non Fourier Waveforms (Invited Review Article) (1997), Encyclopedia of Biostatistics. Ed. P. Armitage and T. Colton, John-Wiley, New York. 6

7 66. Splin Functions in Time Series (Invited Review Article) (1997), Encyclopedia of Biostatistics. Ed. P. Armitage and T. Colton, John-Wiley, New York. 67. Test for Gaussianity and linearity of multivariate stationary time series (1998), J. Statist. Planning and Inference 68, pages On the theory of discrete and continuous bilinear time series models (2003), Handbook of Statistics vol 21. Ed. D. N. Shanbhag and C. R. Rao, Elsivier, Amsterdam (joint with Gy. Terdik). 69. Nonstationary time series analysis of monthly global temperature anamolies (2004), Time Series Analysis and Applications to Geophysical Systems, pages Ed. D. R. Brillinger, E. A. Robinson and F. P. Schoenberg, IMA publication, no 139 (joint with E. Tsolaki). 70. Spatio-Temporal modelling of temperature time series: A comparative study (2004), Time Series Analysis and Applications to Geophysical Systems, pages Ed. D. R. Brillinger, E. A. Robinson and F. P. Schoenberg, IMA publication, no 139 (joint with A. M. Antunes). 71. On the spectral estimation of periodically correlated (cyclostationary) time series (2005), Sanhkya, pages?? (joint with A. R. Nematollahi). 72. On hypothesis testing for the selection of spatio-temporals (2006), J. Time Series Anal. 27, pages (joint with A. M. Antunes). 73. Higher order cumulants of random vectors and applications to statistical inference and time series (2006), Sanhkya pages (joint with Gy. Terdik and J. S. Jammalamadaka). 74. Multivariate nonlinear regression with applications (2006), Dependence in probability and statistics, pages Ed. P. Bertail, P. Doukhan and P. Soulier, Lecture Notes in Statistics, Springer-Verlag (joint with Gy. Terdik). 75. Statistical analysis and time series models for minimum/maximum temperatures in the Antarctic Peninsula (2007), Proc. R. Soc. Ser. A, 463, pages (joint with G. Hughes and S. Subba Rao). 7

8 76. MCMC for integer valued ARMA processes (2007), J. Time Series Anal. 28, pages (joint with P. J. Neal). BOOKS PUBLISHED AND EDITED 1. An introduction to Bilinear models and bispectra design of stationary time series (1984), Springer-Verlag, New York (joint with M. M. Gabr). 2. Developments in Time Series Analysis, Chapman-Hall (1994). Edited by T. Subba Rao. 3. Applications of Time Series Analysis in Astronomy and Meterology (1997), Chapman-Hall, (Edited by M. B. Priestley, O. Lessi and T. Subba Rao). 8