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Rohit S. Deo

Affiliations: 
New York University, Graduate School of Business Administration 
Area:
Statistics
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"Rohit Deo"
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Willa W. Chen grad student 2000 New York University, Graduate School of Business Administration
Meng-Chen Hsieh grad student 2006 New York University, Graduate School of Business Administration

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Publications

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Liu J, Deo R, Hurvich C. (2019) The Slow Convergence of Ordinary Least Squares Estimators of α, β and Portfolio Weights under Long‐Memory Stochastic Volatility Journal of Time Series Analysis. 40: 590-608
Chen WW, Deo RS. (2018) Subsampling based inference for U statistics under thick tails using self-normalization Statistics & Probability Letters. 138: 95-103
Deo RS. (2016) On the Tracy-Widom approximation of studentized extreme eigenvalues of Wishart matrices Journal of Multivariate Analysis. 147: 265-272
Chen WW, Deo RS, Yi Y. (2013) Uniform inference in predictive regression models Journal of Business and Economic Statistics. 31: 525-533
Chen WW, Deo RS. (2012) The restricted likelihood ratio test for autoregressive processes Journal of Time Series Analysis. 33: 325-339
Deo RS. (2012) Improved forecasting of autoregressive series by weighted least squares approximate REML estimation International Journal of Forecasting. 28: 39-43
Chen WW, Deo RS. (2010) Weighted least squares approximate restricted likelihood estimation for vector autoregressive processes Biometrika. 97: 231-237
Deo R, Hsieh M, Hurvich CM. (2010) Long memory in intertrade durations, counts and realized volatility of NYSE stocks Journal of Statistical Planning and Inference. 140: 3715-3733
Chen WW, Deo RS. (2009) Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood Econometric Theory. 25: 1143-1179
Chen WW, Deo RS. (2009) The restricted likelihood ratio test at the boundary in autoregressive series Journal of Time Series Analysis. 30: 618-630
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