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Bonnie K. Ray · Study

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Bonnie K. Ray

9 works· latest 2008· 4 institutionscluster: provisional

h-index9

i109

Citations858

Works here9

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Most cited in this library

ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES1995 · 174 citations
Long-Range Dependence in Daily Stock Volatilities2000 · 142 citations
Bayesian methods for change‐point detection in long‐range dependent processes2002 · 123 citations
Model selection and forecasting for long-range dependent processes1996 · 103 citations
Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model1993 · 101 citations

Works

9 shown

Sequential Change-Point Detection Methods for Nonstationary Time Series

Technometrics·2008·3 authors

29citations

A logistic regression framework for information technology outsourcing lifecycle management

Computers & Operations Research·2006·4 authors

64citations

Bayesian methods for change‐point detection in long‐range dependent processes

Journal of Time Series Analysis·2002·2 authors·Open access

123citations

A note on moving average forecasts of long memory processes with an application to quality control

International Journal of Forecasting·2002·3 authors·Open access

21citations

Long-Range Dependence in Daily Stock Volatilities

Journal of Business and Economic Statistics·2000·2 authors

142citations

Memory in returns and volatilities of futures' contracts

Journal of Futures Markets·2000·2 authors

101citations

Model selection and forecasting for long-range dependent processes

Journal of Forecasting·1996·2 authors·Open access

103citations

ESTIMATION OF THE MEMORY PARAMETER FOR NONSTATIONARY OR NONINVERTIBLE FRACTIONALLY INTEGRATED PROCESSES

Journal of Time Series Analysis·1995·2 authors

174citations

Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model

International Journal of Forecasting·1993·1 author

101citations