Details about Atikur Rahman Khan

Access statistics for papers by Atikur Rahman Khan.

Last updated 2023-09-10. Update your information in the RePEc Author Service.

Short-id: pkh547

Working Papers

2014

1. On The Theory and Practice of Singular Spectrum Analysis Forecasting
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics

2011

2. Moment Tests for Window Length Selection in Singular Spectrum Analysis of Short- and Long-Memory Processes
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics
   See also Journal Article in Journal of Time Series Analysis (2013)
3. Window Length Selection and Signal-Noise Separation and Reconstruction in Singular Spectrum Analysis
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)

2010

4. Description Length Based Signal Detection in singular Spectrum Analysis
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (4)

Journal Articles

2013

1. Moment tests for window length selection in singular spectrum analysis of short– and long–memory processes
   Journal of Time Series Analysis, 2013, 34, (2), 141-155 View citations (3)
   See also Working Paper (2011)