Arnab Chakrabarti

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All published works

Action	Title	Year	Authors
+ PDF Chat	Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrix	2024	Rituparna Sen Arnab Chakrabarti
+ PDF Chat	Emergence of prethermal states in a driven dissipative system through cross-correlated dissipation	2023	Arnab Chakrabarti Rangeet Bhattacharyya
+ PDF Chat	Sparsistent filtering of comovement networks from high-dimensional data	2022	Arnab Chakrabarti Anindya S. Chakrabarti
+ PDF Chat	Copula Estimation for Nonsynchronous Financial Data	2022	Arnab Chakrabarti Rituparna Sen
+	Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrix	2022	Arnab Chakrabarti Rituparna Sen
+	Optimal Codeword Construction for DNA-based Finite Automata	2022	Anupam Chattopadhyay Arnab Chakrabarti
+	Sparsistent filtering of comovement networks from high-dimensional data	2021	Arnab Chakrabarti Anindya S. Chakrabarti
+	Copula estimation for nonsynchronous financial data	2019	Arnab Chakrabarti Rituparna Sen
+	Copula estimation for nonsynchronous financial data	2019	Arnab Chakrabarti Rituparna Sen
+ PDF Chat	Some Statistical Problems with High Dimensional Financial data	2019	Arnab Chakrabarti Rituparna Sen
+	Emergence of prethermal states in a driven dissipative system through cross-correlated dissipation	2019	Arnab Chakrabarti Rangeet Bhattacharyya
+	Some Statistical Problems with High Dimensional Financial data	2018	Arnab Chakrabarti Rituparna Sen
+	Bloch-Siegert Shift and its Kramers-Kronig Pair	2017	Arnab Chakrabarti Rangeet Bhattacharyya

Common Coauthors

Coauthor	Papers Together
Rituparna Sen	7
Rangeet Bhattacharyya	3
Anindya S. Chakrabarti	2
Anupam Chattopadhyay	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection	2012	Jianqing Fan Yingying Li Ke Yu	4
+ PDF Chat	A well-conditioned estimator for large-dimensional covariance matrices	2003	Olivier Ledoit Michael Wolf	4
+	Covariance regularization by thresholding	2008	Peter J. Bickel Elizaveta Levina	3
+ PDF Chat	A Score-Driven Conditional Correlation Model for Noisy and Asynchronous Data: An Application to High-Frequency Covariance Dynamics	2020	Giuseppe Buccheri Giacomo Bormetti Fulvio Corsi Fabrizio Lillo	3
+ PDF Chat	A Fourier transform method for nonparametric estimation of multivariate volatility	2009	Paul Malliavin Maria Elvira Mancino	3
+	Sparse inverse covariance estimation with the graphical lasso	2007	Jerome H. Friedman Trevor Hastie R. Tibshirani	3
+	Correlation and Dependence in Risk Management: Properties and Pitfalls	2002	Paul Embrechts Alexander J. McNeil Daniel Straumann	3
+ PDF Chat	On covariance estimation of non-synchronously observed diffusion processes	2005	Takaki Hayashi Nakahiro Yoshida	3
+ PDF Chat	A Bayesian High-Frequency Estimator of the Multivariate Covariance of Noisy and Asynchronous Returns	2014	Stefano Peluso Fulvio Corsi Antonietta Mira	3
+ PDF Chat	Adaptive Thresholding for Sparse Covariance Matrix Estimation	2011	Tommaso Cai Weidong Liu	3
+ PDF Chat	Sparse Multivariate Regression With Covariance Estimation	2010	Adam Rothman Elizaveta Levina Ji Zhu	2
+	Model selection and estimation in the Gaussian graphical model	2007	Ming Yuan Yi Lin	2
+ PDF Chat	Multiple Testing and Error Control in Gaussian Graphical Model Selection	2007	Mathias Drton Michael D. Perlman	2
+	Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix	2010	Thomas J. Fisher Xiaoqian Sun	2
+	Positive definite estimators of large covariance matrices	2012	Adam J. Rothman	2
+	Pricing of a “worst of” option using a Copula method	2013	Maxime Malgrat	2
+ PDF Chat	Shrinkage estimation of high dimensional covariance matrices	2009	Yilun Chen Ami Wiesel Alfred O. Hero	2
+	Controlling the False Discovery Rate: A Practical and Powerful Approach to Multiple Testing	1995	Yoav Benjamini Yosef Hochberg	2
+	The role of the isotonizing algorithm in Stein’s covariance matrix estimator	2016	Brett Naul Bala Rajaratnam Dario Vincenzi	2
+ PDF Chat	A Modified Principal Component Technique Based on the LASSO	2003	Ian T. Jolliffe Nickolay T. Trendafilov Mudassir Uddin	2
+ PDF Chat	Spectral Analysis of Large Dimensional Random Matrices	2009	Zhidong Bai Jack W. Silverstein	2
+ PDF Chat	Geometric Representation of High Dimension, Low Sample Size Data	2005	Peter A. Hall J. S. Marron Amnon Neeman	2
+ PDF Chat	Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series	1999	Vasiliki Plerou Parameswaran Gopikrishnan Bernd Rosenow Luı́s A. Nunes Amaral H. Eugene Stanley	2
+ PDF Chat	Empirical Bayes Estimation of the Multivariate Normal Covariance Matrix	1980	L. R. Haff	2
+ PDF Chat	Analytical nonlinear shrinkage of large-dimensional covariance matrices	2020	Olivier Ledoit Michael Wolf	2
+	METHODOLOGIES IN SPECTRAL ANALYSIS OF LARGE DIMENSIONAL RANDOM MATRICES, A REVIEW	2008	Zhidong Bai	1
+ PDF Chat	Hierarchical structure in financial markets	1999	Rosario N. Mantegna	1
+ PDF Chat	Subsampling realised kernels	2010	Ole E. Barndorff‐Nielsen Peter Reinhard Hansen Asger Lunde Neil Shephard	1
+ PDF Chat	Information filtering in complex weighted networks	2011	Filippo Radicchi José J. Ramasco Santo Fortunato	1
+ PDF Chat	The Structure and Function of Complex Networks	2003	Michael Newman	1
+ PDF Chat	A blocking and regularization approach to high‐dimensional realized covariance estimation	2010	Nikolaus Hautsch Lada M. Kyj Roel C. A. Oomen	1
+	Limiting spectral distribution of renormalized separable sample covariance matrices when<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si22.gif" display="inline" overflow="scroll"><mml:mi>p</mml:mi><mml:mo>/</mml:mo><mml:mi>n</mml:mi><mml:mo>→</mml:mo><mml:mn>0</mml:mn></mml:math>	2014	Lili Wang Debashis Paul	1
+	Nonparametric eigenvalue-regularized precision or covariance matrix estimator	2016	Clifford Lam	1
+ PDF Chat	Parsimonious modeling with information filtering networks	2016	Wolfram Barfuß Guido Previde Massara Tiziana Di Matteo Tomaso Aste	1
+ PDF Chat	Colloquium: Atomic quantum gases in periodically driven optical lattices	2017	André Eckardt	1
+	Large-Scale Inference: Empirical Bayes Methods for Estimation, Testing, and Prediction	2012	Christian P. Robert	1
+ PDF Chat	Dependence structures for multivariate high-frequency data in finance	2003	Wolfgang Breymann A. Dias Paul Embrechts	1
+ PDF Chat	Stable collective dynamics of two-level systems coupled by dipole interactions	2017	C. D. Parmee Nigel R. Cooper	1
+ PDF Chat	Network Backboning with Noisy Data	2017	Michele Coscia Frank Neffke	1
+ PDF Chat	A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets	2021	Gautier Marti Frank Nielsen Mikołaj Bińkowski Philippe Donnat	1
+ PDF Chat	Identifying and decoupling many-body interactions in spin ensembles in diamond	2018	Demitry Farfurnik Y. Horowicz Nir Bar‐Gill	1
+ PDF Chat	Phases of driven two-level systems with nonlocal dissipation	2018	C. D. Parmee Nigel R. Cooper	1
+ PDF Chat	The structured backbone of temporal social ties	2019	Teruyoshi Kobayashi Taro Takaguchi Alain Barrat	1
+ PDF Chat	Spectral properties of complex networks	2018	Camellia Sarkar Sarika Jalan	1
+	Threshold Selection for Covariance Estimation	2019	Yumou Qiu Janaka S. S. Liyanage	1
+	Nonlinear shrinkage estimation of large-dimensional covariance matrices	2012	Olivier Ledoit Michael Wolf	1
+ PDF Chat	Emergence of frustration signals systemic risk	2019	Chandrashekar Kuyyamudi Anindya S. Chakrabarti Sitabhra Sinha	1
+ PDF Chat	Structure-preserving sparsification methods for social networks	2016	Michael Hamann Gerd Lindner Henning Meyerhenke Christian Staudt Dorothea Wagner	1
+ PDF Chat	Optimal clock speed of qubit gate operations on open quantum systems	2020	Nilanjana Chanda Rangeet Bhattacharyya	1
+ PDF Chat	Multistability of Driven-Dissipative Quantum Spins	2020	Haggai Landa Marco Schirò Grégoire Misguich	1