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- Robust estimation of conditional variance of time series using density power divergences. Journal of Forecasting 2017. 36:703-717 .
- Simultaneous robust estimation in finite mixtures: The continuous case. Journal of the Indian Statistical Association 2012. 50:277-295 .
- Dimension reduction in time series. Statistica Sinica 2010. 20:747-770 .
- Multivariate association and dimension reduction: A generalization of canonical correlation analysis. Biometrics 2010. 66:1107-1118 .
- Central Mean Subspace in Time Series. Journal of Computational and Graphical Statistics 2009. 18:717-730 .
- Common canonical variates for independent groups using information theory. Statistica Sinica 2008. 18:335-353 .
- Estimation of the offspring mean in a controlled branching process with a random control function. Stochastic Processes and their Applications 2007. 117:928-946 .
- Fixed-width confidence interval based on a minimum Hellinger distance estimator. Journal of Statistical Planning and Inference 2006. 136:4276-4292 .
- Counting by weighing: An alternative sampling scheme. Sequential Analysis 2006. 25:241-255 .
- Rates of convergence of an adaptive kernel density estimator for finite mixture models. Statistics & Probability Letters 2006. 76:221-230 .
- Asymptotic normality of an adaptive kernel density estimator for finite mixture models. Statistics & Probability Letters 2006. 76:211-220 .
- Interval estimation approach to counting by weighing: A sequential scheme. Sequential Analysis 2004. 23:285-296 .
- Editor's note: Special issue in honour of Professor Adke. Journal of the Indian Statistical Association 2003. 41:iii-v .
- Professor Adke: A brief biographical sketch. Journal of the Indian Statistical Association 2003. 41:vi-viii .
- A note on estimation in multitype supercritical branching processes with immigration. Sankhyā: The Indian Journal of Statistics 2003. 65:107-121 .
- Sequential estimation for supercritical branching processes. Sequential Analysis 2001. 20:263-277 .
- Fixed size confidence regions for parameters of threshold AR$(1)$ models. Journal of Statistical Planning and Inference 2001. 97:293-304 .
- Sequential point estimation for branching processes-I, subcritical case. Sequential Analysis 2000. 19:77-92 .
- Minimum Hellinger distance estimation for supercritical Galton-Watson processes. Statistics & Probability Letters 2000. 50:331-342 .
- Sequential point estimation of parameters in a threshold AR$(1)$ model. Stochastic Processes and their Applications 1999. 84:343-355 .
- Asymptotic expansions for array branching processes with applications to bootstrapping. Journal of Applied Probability 1998. 35:12-26 .
- Sequential fixed-width confidence interval for the product of two means. Annals of the Institute of Statistical Mathematics 1998. 50:119-145 .
- Asymptotically risk efficient two stage procedure for estimating the product of $k$ ($\ge2$) means. Statistics & Decisions 1998. 16:369-387 .
- Fixed precision estimator of the offspring mean in branching processes. Stochastic Processes and their Applications 1998. 77:17-33 .
- Asymptotic expansions for array branching processes with applications to bootstrapping. Journal of Applied Probability 1998. 35:12-26 .
- $L_p$ convergence of reciprocals of sample means with applications to sequential estimation in linear regression. Journal of Statistical Planning and Inference 1997. 65:1-15 .
- A modified bootstrap for autoregression without stationarity. Journal of Statistical Planning and Inference 1997. 59:19-30 .
- Estimation for an adaptive allocation design. Journal of Statistical Planning and Inference 1997. 59:309-319 .
- A modified bootstrap for branching processes with immigration. Stochastic Processes and their Applications 1995. 56:275-294 .
- Invalidity of bootstrap for critical branching processes with immigration. The Annals of Statistics 1994. 22:1013-1023 .
- Validity of sequential bootstrap for subcritical and critical branching processes. Sequential Analysis 1993. 12:247-252 .
- On sequential comparisons of means of first-order autoregressive models. Metrika 1992. 39:155-164 .
- An improved sequential procedure for estimating the regression parameter in regression models with symmetric errors. The Annals of Statistics 1992. 20:1441-1453 .
- Pitman representations of the best equivariant predictors for regression models with location-scale family of distributions. Statistics & Decisions 1992. 10:367-388 .
- Sequential Estimatin for Branching Processes with Immigration. The Annals of Statistics 1991. 19:2232-2243 .
- On the uniform strong consistency of an estimator of the offspring mean in a branching process with immigration. Statistics & Probability Letters 1991. 12:151-155 .
- Second order approximation to the risk of a sequential procedure measured under squared relative error loss. Statistics & Decisions 1991. 9:375-392 .
- Sequential estimation for branching processes with immigration. The Annals of Statistics 1991. 19:2232-2243 .
- Sequential estimation of ratio of normal parameters. Journal of Statistical Planning and Inference 1990. 26:305-324 .
- Sequential estimation for dependent observations with an application to non-standard autoregressive processes. Stochastic Processes and their Applications 1990. 35:149-168 .
- Sequential shrinkage estimation in the general linear model. Sequential Analysis 1988. 7:149-163 .
- Sequential estimation of the autoregressive parameter in a first order autoregressive process. Sequential Analysis 1988. 7:53-74 .
- Sequential estimation of the mean of a first-order stationary autoregressive process. The Annals of Statistics 1987. 15:1079-1090 .