selected publications academic article Jentsch, C., & Rao, S. S. (2015). A test for second order stationarity of a multivariate time series. Journal of Econometrics. 185(1), 124-161. Fryzlewicz, P., & Rao, S. S. (2014). Multiple‐change‐point detection for auto‐regressive conditional heteroscedastic processes. Journal of the Royal Statistical Society Series B (Statistical Methodology). 76(5), 903-924. Subba Rao, S. (2012). An Alternative Perspective on Stochastic Coefficient Regression Models. Handbook of Statistics. 30, 445-474. Dwivedi, Y., & Rao, S. S. (2011). A test for second‐order stationarity of a time series based on the discrete Fourier transform. Journal of Time Series Analysis. 32(1), 68-91. Johannes, J., & Rao, S. S. (2011). Nonparametric estimation for dependent data. JOURNAL OF NONPARAMETRIC STATISTICS. 23(3), 661-681. Fryzlewicz, P., Sapatinas, T., & Rao, S. S. (2008). Normalized least-squares estimation in time-varying ARCH models. ANNALS OF STATISTICS. 36(2), 742-786. Rao, S. S. (2008). Statistical analysis of a spatio‐temporal model with location‐dependent parameters and a test for spatial stationarity. Journal of Time Series Analysis. 29(4), 673-694. Dahlhaus, R., & Rao, S. S. (2007). A recursive online algorithm for the estimation of time-varying ARCH parameters. Bernoulli. 13(2), 389-422. Hughes, G. L., Rao, S. S., & Rao, T. S. (2007). Statistical analysis and time-series models for minimum/maximum temperatures in the Antarctic Peninsula. PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES. 463(2077), 241-259. Fryzlewicz, P., Sapatinas, T., & Rao, S. S. (2006). A Haar–Fisz technique for locally stationary volatility estimation. BIOMETRIKA. 93(3), 687-704. Subba Rao, S. (2006). On some nonstationary, nonlinear random processes and their stationary approximations. Advances in Applied Probability. 38(4), 1155-1172. Dahlhaus, R., & Rao, S. S. (2006). Statistical inference for time-varying ARCH processes. ANNALS OF STATISTICS. 34(3), 1075-1114. Rao, S. S. (2004). On multiple regression models with nonstationary correlated errors. BIOMETRIKA. 91(3), 645-659. conference paper Bandyopadhyay, S., Jentsch, C., & Rao, S. S. (2017). A Spectral Domain Test for Stationarity of Spatio‐Temporal Data. Journal of Time Series Analysis. 326-351.
principal investigator on Regression with Time Series Regressors awarded by National Science Foundation - (Arlington, Virginia, United States) 2018 - 2021 Collaborative Research: Studies on signals and images via the Fourier Transform awarded by National Science Foundation - (Arlington, Virginia, United States) 2015 - 2019 Fourier Methods In the Analysis of Nonstationary and Nonlinear Stochastic Processes awarded by National Science Foundation - (Arlington, Virginia, United States) 2011 - 2015
teaching activities STAT301 Intro To Biometry Instructor STAT303 Statistical Methods Instructor STAT415 Math Statistics Ii Instructor STAT613 Stat Methodology I Instructor STAT651 Stat In Research I Instructor STAT673 Time Series Anlys I Instructor STAT685 Directed Studies Instructor STAT691 Research Instructor
education and training B.S., University of Manchester - (Manchester, Manchester, United Kingdom) Ph.D., University of Bristol - (Bristol, United Kingdom)
mailing address Texas A&M University Department Of Statistics 3143 TAMU College Station, TX 77843-3143 USA
