| Year |
Citation |
Score |
| 2020 |
Ramanathan TV, Rohan N, Abraham B. A Stochastic Frontier Regression Model with Dynamic Frontier Communications in Statistics - Simulation and Computation. 49: 1415-1428. DOI: 10.1080/03610918.2015.1011333 |
0.437 |
|
| 2018 |
Reisen VA, Monte EZ, Franco GdC, Sgrancio AM, Molinares FAF, Bondon P, Ziegelmann FA, Abraham B. Robust estimation of fractional seasonal processes: Modeling and forecasting daily average SO2 concentrations Mathematics and Computers in Simulation. 146: 27-43. DOI: 10.1016/J.Matcom.2017.10.004 |
0.391 |
|
| 2015 |
Choi J, Chen B, Abraham B. Simulated maximum likelihood in autoregressive models with stochastic volatility errors Applied Stochastic Models in Business and Industry. 31: 148-159. DOI: 10.1002/Asmb.2095 |
0.41 |
|
| 2014 |
Ljung GM, Ledolter J, Abraham B. George Box's contributions to time series analysis and forecasting Applied Stochastic Models in Business and Industry. 30: 25-35. DOI: 10.1002/Asmb.2016 |
0.334 |
|
| 2012 |
Abraham B, Balakrishna N. Product autoregressive models for non-negative variables Statistics and Probability Letters. 82: 1530-1537. DOI: 10.1016/J.Spl.2012.04.022 |
0.362 |
|
| 2011 |
Liang Y, Thavaneswaran A, Abraham B. Joint Estimation Using Quadratic Estimating Function Journal of Probability and Statistics. 2011: 1-14. DOI: 10.1155/2011/372512 |
0.404 |
|
| 2011 |
Chen B, Gel YR, Balakrishna N, Abraham B. Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes Journal of Forecasting. 30: 51-71. DOI: 10.1002/For.1197 |
0.345 |
|
| 2010 |
Variyath AM, Chen J, Abraham B. Empirical likelihood based variable selection Journal of Statistical Planning and Inference. 140: 971-981. DOI: 10.1016/J.Jspi.2009.09.025 |
0.388 |
|
| 2010 |
Abraham B, Choi JE. An empirical analysis of simulated maximum likelihood in the stochastic volatility model Journal of Applied Statistical Science. 17: 409-426. |
0.328 |
|
| 2008 |
Chen J, Variyath AM, Abraham B. Adjusted Empirical Likelihood and its Properties Journal of Computational and Graphical Statistics. 17: 426-443. DOI: 10.1198/106186008X321068 |
0.333 |
|
| 2006 |
Abraham B, Balakrishna N, Sivakumar R. Gamma stochastic volatility models Journal of Forecasting. 25: 153-171. DOI: 10.1002/For.982 |
0.411 |
|
| 2005 |
Abraham B, Merola G. Dimensionality reduction approach to multivariate prediction Computational Statistics and Data Analysis. 48: 5-16. DOI: 10.2307/3316072 |
0.311 |
|
| 2005 |
Variyath AM, Abraham B, Chen J. Analysis of Performance Measures in Experimental Designs Using Jackknife Journal of Quality Technology. 37: 91-100. DOI: 10.1080/00224065.2005.11980308 |
0.331 |
|
| 2003 |
Ramanathan TV, Dharmadhikari AD, Abraham B. Nonparametric Capability Indices Economic Quality Control. 18: 31-41. DOI: 10.1515/Eqc.2003.31 |
0.352 |
|
| 2003 |
Merola G, Abraham B. Ch. 27. Dimension reduction methods used in industry Handbook of Statistics. 22: 995-1039. DOI: 10.1016/S0169-7161(03)22029-0 |
0.352 |
|
| 2001 |
Reisen V, Abraham B. Estimation of parameters in arfima processes: A simulation study Communications in Statistics Part B: Simulation and Computation. 30: 787-803. DOI: 10.1081/Sac-100107781 |
0.357 |
|
| 2001 |
Thavaneswaran A, Abraham B, Singh J. Recursive estimation for some biostatistical time series Communications in Statistics - Theory and Methods. 30: 2307-2316. |
0.318 |
|
| 2000 |
Abraham B, Balakrishna N. Estimation of limiting availability for a stationary bivariate process Journal of Applied Probability. 37: 696-704. DOI: 10.1239/Jap/1014842829 |
0.351 |
|
| 1999 |
Abraham B, Balakrishna N. Inverse Gaussian autoregressive models Journal of Time Series Analysis. 20: 605-618. DOI: 10.1111/1467-9892.00161 |
0.399 |
|
| 1997 |
Chen G, Abraham B, Bennett GW. Parametric And Non‐Parametric Modelling Of Time Series — An Empirical Study Environmetrics. 8: 63-74. DOI: 10.1002/(Sici)1099-095X(199701)8:1<63::Aid-Env238>3.0.Co;2-B |
0.403 |
|
| 1995 |
Rai SN, Abraham B, Peiris S. Analysis of short time series with an over-dispersion model Communications in Statistics - Theory and Methods. 24: 335-348. DOI: 10.1080/03610929508831492 |
0.426 |
|
| 1994 |
Chen G, Abraham B, Peiris S. Lag Window Estimation Of The Degree Of Differencing In Fractionally Integrated Time Series Models Journal of Time Series Analysis. 15: 473-487. DOI: 10.1111/J.1467-9892.1994.Tb00205.X |
0.38 |
|
| 1994 |
Thavaneswaran A, Abraham B. A note on model reference adaptive system (MRAS) estimate with infinite variance Statistica Neerlandica. 48: 253-257. DOI: 10.1111/J.1467-9574.1994.Tb01447.X |
0.406 |
|
| 1993 |
Abraham B. Multiple time-series modelling: Another look at the canadian money and income data Journal of Forecasting. 12: 449-458. DOI: 10.1002/For.3980120506 |
0.375 |
|
| 1992 |
Abraham B, Vijayan K. Time series analysis for repeated surveys Communications in Statistics - Simulation and Computation. 21: 893-908. DOI: 10.1080/03610919208813055 |
0.363 |
|
| 1991 |
Thavaneswaran A, Abraham B. Estimation of multivariate non-linear time series models Journal of Statistical Planning and Inference. 29: 351-363. DOI: 10.1016/0378-3758(91)90009-4 |
0.419 |
|
| 1991 |
Abraham B, Thavaneswaran A. A nonlinear time series model and estimation of missing observations Annals of the Institute of Statistical Mathematics. 43: 493-504. DOI: 10.1007/Bf00053368 |
0.407 |
|
| 1989 |
Abraham B, Chuang A. Outlier detection and time series modeling Technometrics. 31: 241-248. DOI: 10.2307/1268821 |
0.406 |
|
| 1988 |
Abraham B, Yatawara N. A Score Test For Detection Of Time Series Outliers Journal of Time Series Analysis. 9: 109-119. DOI: 10.1111/J.1467-9892.1988.Tb00458.X |
0.327 |
|
| 1988 |
Thavaneswaran A, Abraham B. Estimation For Non‐Linear Time Series Models Using Estimating Equations Journal of Time Series Analysis. 9: 99-108. DOI: 10.1111/J.1467-9892.1988.Tb00457.X |
0.393 |
|
| 1988 |
Abraham B, Vijayan K. A statistic to check model adequacy in time series Communications in Statistics - Theory and Methods. 17: 4271-4278. DOI: 10.1080/03610928808829872 |
0.403 |
|
| 1985 |
Abraham B. Seasonal time series and transfer function modeling Journal of Business and Economic Statistics. 3: 356-361. DOI: 10.1080/07350015.1985.10509469 |
0.345 |
|
| 1984 |
Abraham B, Wei WWS. Inferences about the parameters of a time series model with changing variance Metrika. 31: 183-194. DOI: 10.1007/Bf01915199 |
0.376 |
|
| 1984 |
Ledolter J, Abraham B. Some comments on the initialization of exponential smoothing Journal of Forecasting. 3: 79-84. DOI: 10.1002/For.3980030109 |
0.335 |
|
| 1983 |
Abraham B. The exact likelihood function for a space time model Metrika. 30: 239-243. DOI: 10.1007/Bf02056929 |
0.363 |
|
| 1982 |
Abraham B, Minder CE. A time series model with random coefficients Communications in Statistics - Theory and Methods. 11: 1381-1391. DOI: 10.1080/03610928208828315 |
0.402 |
|
| 1981 |
Abraham B. Missing Observations In Time Series Communications in Statistics - Theory and Methods. 10: 1643-1653. DOI: 10.1080/03610928108828138 |
0.385 |
|
| 1981 |
Wei WWS, Abraham B. Forecasting contemporal time series aggregates Communications in Statistics-Theory and Methods. 10: 1335-1344. DOI: 10.1080/03610928108828115 |
0.325 |
|
| 1981 |
Ledolter J, Abraham B. Parsimony and its importance in time series forecasting Technometrics. 23: 411-414. DOI: 10.1080/00401706.1981.10487687 |
0.377 |
|
| 1979 |
Abraham B, Box GEP. Bayesian analysis of some outlier problems in time series Biometrika. 66: 229-236. DOI: 10.1093/Biomet/66.2.229 |
0.397 |
|
| 1979 |
Abraham B, Ledolter J. A note on the multiple indicator-multiple cause model with several latent variables Metrika. 26: 215-217. DOI: 10.1007/Bf01893489 |
0.356 |
|
| 1978 |
Abraham B, Box GEP. Linear Models and Spurious Observations Applied Statistics. 27: 131-138. DOI: 10.2307/2346940 |
0.364 |
|
| 1978 |
Abraham B, Box GEP. Deterministic and Forecast‐Adaptive Time‐Dependent Models Journal of the Royal Statistical Society Series C-Applied Statistics. 27: 120-130. DOI: 10.2307/2346939 |
0.336 |
|
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