Overview
Rajendra J. Bhansali is a statistician (University of Liverpool), known for time-series analysis — autoregressive model-order selection, prediction theory, and long-memory estimation.
Key Contributions / Features
- Autoregressive estimation of the long-memory parameter (Bhansali-Kokoszka 2006): with Kokoszka, estimating d via a fractionally-differenced autoregression of growing order, consistent under heavy-tailed (stable) innovations.
- Work on AR order determination, linear prediction, and the asymptotics of spectral/autoregressive estimators.
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