Raanju R. Sundararajan

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 6

Top Topics

Multivariate Time Series

Top Venues

J. Multivar. Anal.

Comput. Stat. Data Anal.

Publications

Yuhyeong Jang, Raanju R. Sundararajan, Wagner Barreto-Souza
A multivariate heavy-tailed integer-valued GARCH process with EM algorithm-based inference. Stat. Comput. 34 (1) (2024)
Raanju R. Sundararajan
Factor modeling of multivariate time series: A frequency components approach. J. Multivar. Anal. 197 (2023)
Marie-Christine Düker, Vladas Pipiras, Raanju R. Sundararajan
Cotrending: Testing for common deterministic trends in varying means model. J. Multivar. Anal. 187 (2022)
Sakitha Ariyarathne, Harsha Gangammanavar, Raanju R. Sundararajan
Change Point Detection in Nonstationary Sub-Hourly Wind Time Series. CoRR (2021)
Raanju R. Sundararajan
Principal component analysis using frequency components of multivariate time series. Comput. Stat. Data Anal. 157 (2021)
Raanju R. Sundararajan, Ron Frostig, Hernando Ombao
Modeling Spectral Properties in Stationary Processes of Varying Dimensions with Applications to Brain Local Field Potential Signals. Entropy 22 (12) (2020)