Soumendra N. Lahiri

Iowa State University - Department of Statistics

Osborn Dr

Ames, IA 50011

United States

North Carolina State University

Hillsborough Street

Raleigh, NC 27695

United States

SCHOLARLY PAPERS

3

DOWNLOADS

15

SSRN CITATIONS

0

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

Empirical Likelihood Confidence Intervals for the Mean of a Long-Range Dependent Process

Journal of Time Series Analysis, Vol. 28, No. 4, pp. 576-599, July 2007
Number of pages: 24 Posted: 18 Jun 2007
Daniel Nordman, Soumendra N. Lahiri and Philipp Sibbertsen
Iowa State University - Department of Statistics, Iowa State University - Department of Statistics and University of Hannover
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2.

Non‐Parametric Spectral Density Estimation Under Long‐Range Dependence

Journal of Time Series Analysis, Vol. 39, Issue 3, pp. 380-401, 2018
Number of pages: 22 Posted: 16 Apr 2018
Young Min Kim, Soumendra N. Lahiri and Daniel Nordman
Kyungpook National University, Iowa State University - Department of Statistics and Iowa State University - Department of Statistics
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Bandwidth, frequency domain, kernel estimation, long‐memory parameter, periodogram

3.

A Smooth Block Bootstrap for Statistical Functionals and Time Series

Recent developments in bootstrap methods for dependent data, Vol. 36, Issue 3, pp. 442-461, 2015
Number of pages: 20 Posted: 24 Apr 2015
Karl B. Gregory, Soumendra N. Lahiri and Daniel Nordman
Texas A&M University, Iowa State University - Department of Statistics and Iowa State University - Department of Statistics
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L‐estimators, M‐estimators, sample quantiles, tapered block bootstrap, JEL Primary 62G09, Secondary 62G20, 62J05, 62M10