V. Krishna Jandhyala

Statistical Inference $\bullet$ Stochastic Processes

Change-Point Problems

1. A comparison of unconditional and conditional solutions to the maximum likelihood estimation of a change-point, (with N.E. Evaggelopoulos and S.B. Fotopoulos), Computational Statistics and Data Analysis, 34 (2000), 315-334.

2. Maximum likelihood estimation of a change-point for exponentially distributed random variables, (with S.B. Fotopoulos), Statistics & Probability letters, (2001) V 51, pp. 423-429.

3. The Weibull distribution: Theory and Applications, (with S.B. Fotopoulos), Encyclopedia of Environmetrics, (2001) (2353-2369).

4. Change-point methods for environmental applications, (with S.B. Fotopoulos and A. H. El-Shaarawi), Encyclopedia of Environmetrics, (2001) 324-332).

5. Rate of Emergence of the Maximum Likelihood estimation of a change-point. V. K. Jandhyala, S.B. Fotopoulus. Sankhya, A. (2001) 63, 277-285.

6. Detection and estimation of abrupt changes in the variability of a process, V. K. Jandhyala, S. B. Fotopoulos and D. M. Hawkins (2002). Computational Statistical and Data Analysis, 40, 1-19.

7. Characterization of Air void size distribution in asphalt mixes by means of X-ray computed Tomography E. Masad, V. K. Jandhyala, N. Dasgupta, N. Somadavan, N. Sasidhar (2002) Journal of Materials in Civil Engineering , 14, 122-129.

8. *V. K. Jandhyala, S. B. Fotopoulos and D. M. Hawkins (2002). Testing and locating variance change point with application to stock prices - Correction. Journal of American Statistical Association, 97, 661.

9. S.B. Fotopoulos, V.K. Jandhyala and K.H. Chen (2002). A generalized version of the APT model: Nonlinear regression under scale mixtures. Proceedings of the Decision Science Institute (accepted).

10. Y. Sun, V.K. Jandhyala and S.B. Fotopoulos (2004). Non-linear mixture models for cross-sectional financial log returns. Journal of Statistical Computation and Simulation (accepted subject to minor reviews).

11. V.K. Jandhyala, S.B. Fotopoulos and D.M. Hawkins (2004). On the inconsistency of the change-point estimator for the NE family. Metrika (accepted).

12. V.K. Jandhyala, S.B. Fotopoulos and N. Evaggelopoulos (2004). Trend analysis for environmental factors: Time effects on Nitrous Oxide ($N_2 O$)levels at Mace Head, Ireland. Encyclopedia of Environmetrics, UNESCO. (In Press)

13. S.B. Fotopoulos and V.K. Jandhyala (2004). Bessel inequalities with applications to conditional moments of log-returns under gamma and inverse gamma scale mixtures. Statistics and Probability Letters, 66, 117-125.

14. U. Jayaram, Y.J. Kim, S. Jayaram, V.K. Jandhyala and T. Mitsui (2004). Reorganizing CAD assembly models (as-designed) for manufacturing simulations and planning (as-built). Journal of Computing & Information Science in Engineering, 4, 98-108.