Change point estimation in a dynamic stochastic block model M Bhattacharjee, M Banerjee, G Michailidis Journal of machine learning research 21 (107), 1-59, 2020 | 52 | 2020 |

Large sample behaviour of high dimensional autocovariance matrices M Bhattacharjee, A Bose | 31 | 2016 |

Large covariance and autocovariance matrices A Bose, M Bhattacharjee Chapman and Hall/CRC, 2018 | 19 | 2018 |

Change point estimation in panel data with temporal and cross-sectional dependence M Bhattacharjee, M Banerjee, G Michailidis arXiv preprint arXiv:1904.11101, 2019 | 16 | 2019 |

Consistency of large dimensional sample covariance matrix under weak dependence M Bhattacharjee, A Bose Statistical Methodology 20, 11-26, 2014 | 14 | 2014 |

Estimation of autocovariance matrices for infinite dimensional vector linear process M Bhattacharjee, A Bose Journal of Time Series Analysis 35 (3), 262-281, 2014 | 14 | 2014 |

Common change point estimation in panel data from the least squares and maximum likelihood viewpoints M Bhattacharjee, M Banerjee, G Michailidis arXiv preprint arXiv:1708.05836, 2017 | 11 | 2017 |

Polynomial generalizations of the sample variance-covariance matrix when M Bhattacharjee, A Bose Random Matrices: Theory and Applications 5 (04), 1650014, 2016 | 7 | 2016 |

Joint convergence of sample autocovariance matrices when with application M Bhattacharjee, A Bose | 5 | 2019 |

Matrix polynomial generalizations of the sample variance-covariance matrix when *pn*^{−1} → *y* ∈ (0, ∞)M Bhattacharjee, A Bose Indian Journal of Pure and Applied Mathematics 48, 575-607, 2017 | 5 | 2017 |

Joint convergence of sample cross-covariance matrices M Bhattacharjee, A Bose, A Dey arXiv preprint arXiv:2103.11946, 2021 | 4 | 2021 |

Asymptotic freeness of sample covariance matrices via embedding M Bhattacharjee, A Bose arXiv preprint arXiv:2101.06481, 2021 | 2 | 2021 |

Asymptotics of large variance-covariance and autocovariance matrices M BHATTACHARJEE PhD Thesis, Indian Statistical Institute, 2016 | 2 | 2016 |

A white noise test under weak conditions M Bhattacharjee, A Bose, R Srivastava Journal of Statistical Planning and Inference 211, 362-390, 2021 | 1 | 2021 |

Supplement to “Large sample behaviour of high dimensional autocovariance matrices.” M Bhattacharjee, A Bose DOI, 2015 | 1 | 2015 |

Weighted *l*_{1}‐Penalized Corrected Quantile Regression for High‐Dimensional Temporally Dependent Measurement ErrorsM Bhattacharjee, N Chakraborty, HL Koul Journal of Time Series Analysis 44 (5-6), 442-473, 2023 | | 2023 |

Matrix polynomial generalizations of the sample variance-covariance matrix when pn (-1)-> y is an element of (0, infinity)(vol 48, pg 575, 2017) M Bhattacharjee, A Bose INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS 49 (4), 783-788, 2018 | | 2018 |

Erratum to: Matrix polynomial generalizations of the sample variance-covariance matrix when pn− 1→ y∈(0,∞)(Indian Journal of Pure and Applied Mathematics,(2017), 48, 4,(575 … M Bhattacharjee, A Bose Indian Journal of Pure and Applied Mathematics 49 (4), 783, 2018 | | 2018 |

THE ANNALS RJ TIBSHIRANI, L WASSERMAN, J CHANG, CY TANG, Y WU, ... | | |

Asymptotic validity of a white noise test under weak conditions: a cumulants approach M Bhattacharjee, A Bose, R Srivastava | | |