Edit Profile (opens in new tab) Koul, Hira Lal Co-Author Distance Author ID: koul.hira-lal Published as: Koul, Hira L.; Koul, H. L.; Koul, Hira Lal; Koul, Hira; Koul, H. more...less Documents Indexed: 136 Publications since 1969, including 3 Books 3 Contributions as Editor · 1 Further Contribution Biographic References: 4 Publications Co-Authors: 67 Co-Authors with 111 Joint Publications 2,120 Co-Co-Authors all top 5 Co-Authors 27 single-authored 18 Surgailis, Donatas 10 Song, Weixing 8 Schick, Anton 6 Giraitis, Liudas 5 Susarla, V. 4 Balakrishna, Narayana 4 Geng, Pei 4 Mimoto, Nao 4 Perera, Indeewara 4 Stute, Winfried 3 Basawa, Ishwar V. 3 Khmaladze, Estate V. 3 Li, Fang 3 Staudte, Robert G. jun. 2 Baillie, Richard T. 2 Guo, Hongwen 2 Jurečková, Jana 2 Mukherjee, Kanchan 2 Müller, Ursula U. 2 Ossiander, Mina E. 2 Picek, Jan 2 Qian, Lianfen 2 Sakhanenko, Lyudmila 2 Saleh, A. K. Md. Ehsanes 2 Sen, Pranab Kumar 2 Zhu, Xiaoqing 1 Abadir, Karim M. 1 Aggarwal, Deepa 1 Bhattacharjee, Monika 1 Chakraborty, Nilanjan 1 Cheng, Fuxia 1 Dalla, Violetta 1 de Wet, Tertius 1 Deshpande, Jayant V. 1 Distaso, Walter 1 Erickson, Roy V. 1 Fan, Jiangqing 1 Genton, Marc G. 1 González-Manteiga, Wenceslao 1 Hall, Peter Gavin 1 Hallin, Marc 1 Hanagal, David D. 1 Kakizawa, Yoshihide 1 Kaul, Abhishek 1 Kim, Jiwoong 1 Koenker, Roger W. 1 Lahiri, Soumendra Nath 1 Levental, Shlomo 1 Ling, Shiqing 1 Liu, Shan 1 McKean, Joseph W. 1 Navrátil, Radim 1 Ni, Pingping 1 Pflug, George Ch. 1 Quindimil, M. Presedo 1 Quine, Malcolm P. 1 Sievers, Gerald L. 1 Silvapulle, Mervyn Joseph 1 Turlach, Berwin A. 1 van Ryzin, John 1 Vellaisamy, Palaniappan 1 Wang, Lihong 1 Wang, Weihong 1 Xie, Chuanlong 1 Yang, Song 1 Yi, Tingting 1 Zhu, Lixing 1 Zhu, Zhiwei all top 5 Serials 23 The Annals of Statistics 16 Journal of Statistical Planning and Inference 13 Statistics & Probability Letters 8 Metrika 7 Annals of Mathematical Statistics 6 Stochastic Processes and their Applications 5 Journal of Multivariate Analysis 5 Journal of Time Series Analysis 4 Statistica Sinica 3 Statistics & Decisions 3 Bernoulli 3 Econometric Theory 2 Annals of the Institute of Statistical Mathematics 2 Probability Theory and Related Fields 2 Communications in Statistics. Theory and Methods 2 Journal of Nonparametric Statistics 2 Statistical Inference for Stochastic Processes 2 Institute of Mathematical Statistics Lecture Notes - Monograph Series 2 Sankhyā. Series B 2 Journal of the Indian Statistical Association 1 The Canadian Journal of Statistics 1 Scandinavian Journal of Statistics 1 Biometrika 1 International Statistical Review 1 Journal of the American Statistical Association 1 Journal of Econometrics 1 Sankhyā. Series A. Methods and Techniques 1 Studia Scientiarum Mathematicarum Hungarica 1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 1 Statistical Science 1 Applications of Mathematics 1 Test 1 Lecture Notes in Statistics 1 Journal of Statistical Theory and Practice 1 Electronic Journal of Statistics 1 Journal de la Société Française de Statistique all top 5 Fields 138 Statistics (62-XX) 22 Probability theory and stochastic processes (60-XX) 8 Numerical analysis (65-XX) 3 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 116 Publications have been cited 2,000 times in 1,277 Documents Cited by ▼ Year ▼ Regression analysis with randomly right-censored data. Zbl 0477.62046 Koul, H.; Susarla, V.; van Ryzin, J. 198 1981 Large sample inference for long memory processes. Zbl 1279.62016 Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas 145 2012 Weighted empirical processes in dynamic nonlinear models. 2nd ed. Zbl 1007.62047 Koul, Hira L. 126 2002 Nonparametric model checks for time series. Zbl 0955.62089 Koul, Hira L.; Stute, Winfried 95 1999 Weighted empiricals and linear models. Zbl 0998.62501 Koul, Hira L. 69 1992 Martingale transforms goodness-of-fit tests in regression models. Zbl 1092.62052 Khmaladze, Estate V.; Koul, Hira L. 69 2004 Asymptotic normality of regression estimators with long memory errors. Zbl 0903.62022 Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas 53 1996 Efficient estimation in nonlinear autoregressive time-series models. Zbl 1066.62537 Koul, Hira L.; Schick, Anton 44 1997 Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors. Zbl 0794.60020 Koul, Hira L.; Mukherjee, Kanchan 41 1993 Minimum distance regression model checking. Zbl 1032.62036 Koul, Hira L.; Ni, Pingping 40 2004 Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression. Zbl 0836.62063 Koul, Hira L.; Ossiander, Mina 38 1994 A weak convergence result useful in robust autoregression. Zbl 0751.60019 Koul, Hira L. 32 1991 Autoregression quantiles and related rank-scores processes. Zbl 0848.62047 Koul, Hira L.; Saleh, A. K. Md. E. 31 1995 Asymptotics of M-estimators in two-phase linear regression models. Zbl 1075.62021 Koul, Hira L.; Qian, Lianfen; Surgailis, Donatas 31 2003 Asymptotics of some estimators and sequential residual empiricals in nonlinear time series. Zbl 0865.62065 Koul, Hira L. 29 1996 M-estimators in linear models with long range dependent errors. Zbl 0759.62023 Koul, Hira L. 29 1992 Behavior of robust estimators in the regression model with dependent errors. Zbl 0358.62032 Koul, Hira L. 28 1977 Adaptive estimation in a random coefficient autoregressive model. Zbl 0906.62087 Koul, Hira L.; Schick, Anton 28 1996 Fitting an error distribution in some heteroscedastic time series models. Zbl 1095.62110 Koul, Hira L.; Ling, Shiqing 28 2006 Asymptotic expansion of \(M\)-estimators with long-memory errors. Zbl 0885.62101 Koul, Hira L.; Surgailis, Donatas 28 1997 Some convergence theorems for ranks and weighted empirical cumulatives. Zbl 0232.62020 Koul, Hira Lal 27 1970 \(R\)-estimation of the parameters of autoregressive [AR(\(p\))] models. Zbl 0795.62076 Koul, Hira L.; Saleh, A. K. Md. E. 24 1993 Testing for new is better than used in expectation. Zbl 0414.62073 Koul, Hira L. 23 1978 A test for new better than used. Zbl 0365.62097 Koul, Hira L. 23 1977 Testing for the equality of two nonparametric regression curves. Zbl 0908.62057 Koul, Hira L.; Schick, Anton 22 1997 Nonparametric regression with heteroscedastic long memory errors. Zbl 1112.62034 Guo, Hongwen; Koul, Hira L. 22 2007 Asymptotics of empirical processes of long memory moving averages with infinite variance. Zbl 1046.62089 Koul, Hira L.; Surgailis, Donatas 22 2001 Asymptotic behavior of Wilcoxon type confidence regions in multiple linear regression. Zbl 0199.53503 Koul, H. L. 22 1969 Goodness-of-fit problem for errors in nonparametric regression: distribution free approach. Zbl 1369.62073 Khmaladze, Estate V.; Koul, Hira L. 22 2009 Minimum distance estimation in a linear regression model. Zbl 0521.62023 Koul, H.; DeWet, T. 21 1983 Asymptotics of maximum likelihood estimator in a two-phase linear regression model. Zbl 1016.62017 Koul, Hira L.; Qian, Lianfen 20 2002 Weak convergence of the residual empirical process in explosive autoregression. Zbl 0695.60042 Koul, Hira L.; Levental, Shlomo 19 1989 Asymptotic expansion of the empirical process of long memory moving averages. Zbl 1021.62072 Koul, Hira L.; Surgailis, Donatas 19 2002 An estimator of the scale parameter for the rank analysis of linear models under general score functions. Zbl 0628.62035 Koul, Hira L.; Sievers, Gerald L.; McKean, Joseph 18 1987 Large-sample statistics based on quadratic dispersion. Zbl 0707.62064 Basawa, I. V.; Koul, H. L. 17 1988 Asymptotic behavior of a class of confidence regions based on ranks in regression. Zbl 0215.54204 Koul, H. L. 17 1971 Minimum distance estimation in multiple linear regression. Zbl 0607.62038 Koul, Hira L. 16 1985 The transfer principle: a tool for complete case analysis. Zbl 1296.62040 Koul, Hira L.; Müller, Ursula U.; Schick, Anton 16 2012 Minimum distance regression model checking with Berkson measurement errors. Zbl 1155.62028 Koul, Hira L.; Song, Weixing 16 2009 Regression quantiles and related processes under long range dependent errors. Zbl 0808.62082 Koul, Hira L.; Mukherjee, Kanchan 15 1994 Large sample results for varying kernel regression estimates. Zbl 1416.62199 Koul, Hira L.; Song, Weixing 15 2013 Testing for new better than used in expectation with incomplete data. Zbl 0473.62088 Koul, H. L.; Susarla, V. 14 1980 Lack-of-fit testing of the conditional mean function in a class of Markov multiplicative error models. Zbl 1281.62173 Koul, Hira L.; Perera, Indeewara; Silvapulle, Mervyn J. 14 2012 Conditional variance model checking. Zbl 1181.62053 Koul, Hira L.; Song, Weixing 14 2010 Asymptotic normality for weighted sums of linear processes. Zbl 1316.60030 Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas; Koul, Hira L. 13 2014 Asymptotic tests of composite hypotheses for non-ergodic type stochastic processes. Zbl 0427.62064 Basawa, I. V.; Koul, H. L. 12 1979 Asymptotic normality of the Whittle estimator in linear regression models with long memory errors. Zbl 0968.62050 Koul, Hira L.; Surgailis, Donatas 12 2000 Regression model fitting with a long memory covariate process. Zbl 1061.62137 Koul, Hira L.; Baillie, Richard T.; Surgailis, Donatas 12 2004 Asymptotic inference in some heteroscedastic regression models with long memory design and errors. Zbl 1132.62066 Guo, Hongwen; Koul, Hira L. 12 2008 Regression model checking with Berkson measurement errors. Zbl 1131.62036 Koul, Hira L.; Song, Weixing 12 2008 Testing for superiority among two regression curves. Zbl 1022.62043 Koul, Hira L.; Schick, Anton 12 2003 Second-order behavior of M-estimators in linear regression with long-memory errors. Zbl 0967.62040 Koul, Hira L.; Surgailis, Donatas 11 2000 A class of tests for testing ’new is better than used’. Zbl 0407.62077 Koul, Hira L. 10 1978 Regression model fitting with long memory errors. Zbl 0931.62015 Koul, Hira L.; Stute, Winfried 10 1998 Estimation of the dependence parameter in linear regression with long-range-dependent errors. Zbl 0933.62059 Giraitis, Liudas; Koul, Hira 10 1997 Goodness-of-fit testing under long memory. Zbl 1233.62152 Koul, Hira L.; Surgailis, Donatas 10 2010 Adaptive estimation in linear regression. Zbl 0574.62056 Koul, H. L.; Susarla, V. 9 1983 Minimum distance estimation in linear regression with unknown error distributions. Zbl 0582.62022 Koul, Hira L. 9 1985 Minimum distance estimation and goodness-of-fit tests in first-order autoregression. Zbl 0607.62101 Koul, Hira L. 9 1986 A goodness-of-fit test for marginal distribution of linear random fields with long memory. Zbl 1330.62176 Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas 8 2016 Note on convergence rates of semiparametric estimators of dependence index. Zbl 0890.62068 Hall, Peter; Koul, Hira L.; Turlach, Berwin A. 8 1997 Model checks of higher order time series. Zbl 1094.62117 Stute, W.; Quindimil, M. Presedo; Manteiga, W. González; Koul, H. L. 8 2006 Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation. Zbl 1070.62030 Koul, Hira L.; Sakhanenko, Lyudmila 8 2005 Model checking in partial linear regression models with Berkson measurement errors. Zbl 1200.62037 Koul, Hira L.; Song, Weixing 8 2010 Weakly adaptive estimators in explosive autoregression. Zbl 0709.62083 Koul, Hira L.; Pflug, George Ch. 7 1990 On bootstrapping \(M\)-estimated residual processes in multiple linear regression models. Zbl 0795.62063 Koul, H. L.; Lahiri, S. N. 7 1994 Model diagnostics via martingale transforms: a brief review. Zbl 1121.62050 Koul, Hira L. 7 2006 Efficient estimation of functionals with censored data. Zbl 0686.62024 Schick, A.; Susarla, V.; Koul, H. 6 1988 Fitting a two phase threshold multiplicative error model. Zbl 1422.62165 Perera, Indeewara; Koul, Hira L. 6 2017 A goodness-of-fit test for GARCH innovation density. Zbl 1241.62067 Koul, Hira L.; Mimoto, Nao 6 2012 Weak convergence of weighted empirical cumulatives based on ranks. Zbl 0243.62033 Koul, Hira Lal; Staudte, Robert G. jun. 6 1972 Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. Zbl 1038.62080 Koul, Hira L.; Baillie, Richard T. 6 2003 Goodness-of-fit tests for long memory moving average marginal density. Zbl 1256.62051 Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas 6 2013 \(L_1\) rates of convergence for linear rank statistics. Zbl 0332.62010 Erickson, R. V.; Koul, H. L. 5 1976 Model diagnosis for SETAR time series. Zbl 1086.62099 Koul, Hira L.; Stute, Winfried; Li, Fang 4 2005 Tests of goodness-of-fit in linear regression. Zbl 0616.62060 Koul, H. L. 4 1987 Bahadur-Kiefer representations for GM-estimators in autoregression models. Zbl 0817.62077 Koul, Hira L.; Zhu, Zhiwei 4 1995 A class of ADF tests for subhypothesis in the multiple linear regression. Zbl 0202.17101 Koul, Hira L. 4 1970 Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model. Zbl 1437.62290 Balakrishna, N.; Koul, H. L.; Ossiander, M.; Sakhanenko, L. 4 2019 Minimum distance inference in unilateral autoregressive lattice processes. Zbl 1135.62068 Genton, Marc G.; Koul, Hira L. 4 2008 Minimum distance lack-of-fit tests for fixed design. Zbl 1197.62044 Koul, Hira L. 4 2011 Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models. Zbl 1327.62406 Kaul, Abhishek; Koul, Hira L. 3 2015 Model checking in Tobit regression with measurement errors using validation data. Zbl 1376.62022 Geng, Pei; Koul, Hira L. 3 2017 A class of goodness-of-fit tests in linear errors-in-variables model. Zbl 1316.62052 Koul, Hira L.; Song, Weixing 3 2012 Goodness-of-fit testing in interval censoring case 1. Zbl 1090.62044 Koul, Hira L.; Yi, Tingting 3 2006 Asymptotic normality of signed rank statistics. Zbl 0225.62066 Koul, Hira Lal; Staudte, Robert G. jun. 3 1972 Model checking in Tobit regression via nonparametric smoothing. Zbl 1359.62126 Koul, Hira L.; Song, Weixing; Liu, Shan 3 2014 Asymptotically minimax tests of composite hypotheses for nonergodic type processes. Zbl 0493.62074 Basawa, I. V.; Koul, H. L. 3 1983 On asymptotic distributions of weighted sums of periodograms. Zbl 1280.62112 Giraitis, Liudas; Koul, Hira L. 3 2013 Behavior of R-estimators under measurement errors. Zbl 1388.62207 Jurečková, Jana; Koul, Hira L.; Navrátil, Radim; Picek, Jan 3 2016 Robust estimators in regression models with long memory errors. Zbl 1027.62055 Koul, H. L.; Surgailis, D. 3 2003 Goodness-of-fit testing of error distribution in linear measurement error models. Zbl 1408.62085 Koul, Hira L.; Song, Weixing; Zhu, Xiaoqing 2 2018 On a Kolmogorov-Smirnov type aligned test in linear regression. Zbl 0611.62044 Koul, H. L.; Sen, P. K. 2 1985 An adaptive-to-model test for parametric single-index errors-in-variables models. Zbl 1430.62047 Koul, Hira L.; Xie, Chuanlong; Zhu, Lixing 2 2019 Simulation extrapolation estimation in parametric models with Laplace measurement error. Zbl 1302.62055 Koul, Hira L.; Song, Weixing 2 2014 Studentizing weighted sums of linear processes. Zbl 1301.62085 Dalla, Violetta; Giraitis, Liudas; Koul, Hira L. 2 2014 Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models. Zbl 1329.62214 Koul, Hira L.; Zhu, Xiaoqing 2 2015 Minimum distance estimation of the center of symmetry with randomly censored data. Zbl 0821.62017 Yang, Song; Koul, Hira L. 2 1995 Frontiers in statistics. Dedicated to Peter John Bickel on honor of his 65th birthday. Zbl 1097.62501 2 2006 Asymptotic normality of random rank statistics. Zbl 0233.62018 Koul, Hira Lal 2 1970 A minimum distance lack-of-fit test in a Markovian multiplicative error model. Zbl 1473.62288 Koul, Hira L.; Perera, Indeewara 1 2021 Comparing two nonparametric regression curves in the presence of long memory in covariates and errors. Zbl 1439.62192 Koul, Hira L.; Li, Fang 1 2020 Fitting a \(p\)th order parametric generalized linear autoregressive multiplicative error model. Zbl 1437.62290 Balakrishna, N.; Koul, H. L.; Ossiander, M.; Sakhanenko, L. 4 2019 An adaptive-to-model test for parametric single-index errors-in-variables models. Zbl 1430.62047 Koul, Hira L.; Xie, Chuanlong; Zhu, Lixing 2 2019 Minimum distance model checking in Berkson measurement error models with validation data. Zbl 1420.62197 Geng, Pei; Koul, Hira L. 1 2019 Goodness-of-fit testing of error distribution in linear measurement error models. Zbl 1408.62085 Koul, Hira L.; Song, Weixing; Zhu, Xiaoqing 2 2018 Asymptotic distributions of some scale estimators in nonlinear models with long memory errors having infinite variance. Zbl 1395.62033 Koul, Hira L.; Surgailis, Donatas 1 2018 Fitting a two phase threshold multiplicative error model. Zbl 1422.62165 Perera, Indeewara; Koul, Hira L. 6 2017 Model checking in Tobit regression with measurement errors using validation data. Zbl 1376.62022 Geng, Pei; Koul, Hira L. 3 2017 Estimating the error distribution in a single-index model. Zbl 1383.62086 Koul, Hira L.; Müller, Ursula U.; Schick, Anton 1 2017 Dependent generalized functional linear models. Zbl 07072340 Jadhav, S.; Koul, H. L.; Lu, Q. 1 2017 A goodness-of-fit test for marginal distribution of linear random fields with long memory. Zbl 1330.62176 Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas 8 2016 Behavior of R-estimators under measurement errors. Zbl 1388.62207 Jurečková, Jana; Koul, Hira L.; Navrátil, Radim; Picek, Jan 3 2016 Weighted \(\ell_1\)-penalized corrected quantile regression for high dimensional measurement error models. Zbl 1327.62406 Kaul, Abhishek; Koul, Hira L. 3 2015 Goodness-of-fit testing of error distribution in nonparametric ARCH(1) models. Zbl 1329.62214 Koul, Hira L.; Zhu, Xiaoqing 2 2015 Minimum distance lack-of-fit tests under long memory errors. Zbl 1333.62201 Koul, Hira; Surgailis, Donatas; Mimoto, Nao 1 2015 Asymptotic normality for weighted sums of linear processes. Zbl 1316.60030 Abadir, Karim M.; Distaso, Walter; Giraitis, Liudas; Koul, Hira L. 13 2014 Model checking in Tobit regression via nonparametric smoothing. Zbl 1359.62126 Koul, Hira L.; Song, Weixing; Liu, Shan 3 2014 Simulation extrapolation estimation in parametric models with Laplace measurement error. Zbl 1302.62055 Koul, Hira L.; Song, Weixing 2 2014 Studentizing weighted sums of linear processes. Zbl 1301.62085 Dalla, Violetta; Giraitis, Liudas; Koul, Hira L. 2 2014 Large sample results for varying kernel regression estimates. Zbl 1416.62199 Koul, Hira L.; Song, Weixing 15 2013 Goodness-of-fit tests for long memory moving average marginal density. Zbl 1256.62051 Koul, Hira L.; Mimoto, Nao; Surgailis, Donatas 6 2013 On asymptotic distributions of weighted sums of periodograms. Zbl 1280.62112 Giraitis, Liudas; Koul, Hira L. 3 2013 Large sample inference for long memory processes. Zbl 1279.62016 Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas 145 2012 The transfer principle: a tool for complete case analysis. Zbl 1296.62040 Koul, Hira L.; Müller, Ursula U.; Schick, Anton 16 2012 Lack-of-fit testing of the conditional mean function in a class of Markov multiplicative error models. Zbl 1281.62173 Koul, Hira L.; Perera, Indeewara; Silvapulle, Mervyn J. 14 2012 A goodness-of-fit test for GARCH innovation density. Zbl 1241.62067 Koul, Hira L.; Mimoto, Nao 6 2012 A class of goodness-of-fit tests in linear errors-in-variables model. Zbl 1316.62052 Koul, Hira L.; Song, Weixing 3 2012 Minimum distance lack-of-fit tests for fixed design. Zbl 1197.62044 Koul, Hira L. 4 2011 Conditional variance model checking. Zbl 1181.62053 Koul, Hira L.; Song, Weixing 14 2010 Goodness-of-fit testing under long memory. Zbl 1233.62152 Koul, Hira L.; Surgailis, Donatas 10 2010 Model checking in partial linear regression models with Berkson measurement errors. Zbl 1200.62037 Koul, Hira L.; Song, Weixing 8 2010 Goodness-of-fit problem for errors in nonparametric regression: distribution free approach. Zbl 1369.62073 Khmaladze, Estate V.; Koul, Hira L. 22 2009 Minimum distance regression model checking with Berkson measurement errors. Zbl 1155.62028 Koul, Hira L.; Song, Weixing 16 2009 Testing the tail index in autoregressive models. Zbl 1332.62300 Jurečková, Jana; Koul, Hira L.; Picek, Jan 2 2009 Asymptotic inference in some heteroscedastic regression models with long memory design and errors. Zbl 1132.62066 Guo, Hongwen; Koul, Hira L. 12 2008 Regression model checking with Berkson measurement errors. Zbl 1131.62036 Koul, Hira L.; Song, Weixing 12 2008 Minimum distance inference in unilateral autoregressive lattice processes. Zbl 1135.62068 Genton, Marc G.; Koul, Hira L. 4 2008 Testing a sub-hypothesis in linear regression models with long memory covariates and errors. Zbl 1198.62099 Koul, Hira L.; Surgailis, Donatas 2 2008 Nonparametric regression with heteroscedastic long memory errors. Zbl 1112.62034 Guo, Hongwen; Koul, Hira L. 22 2007 Fitting an error distribution in some heteroscedastic time series models. Zbl 1095.62110 Koul, Hira L.; Ling, Shiqing 28 2006 Model checks of higher order time series. Zbl 1094.62117 Stute, W.; Quindimil, M. Presedo; Manteiga, W. González; Koul, H. L. 8 2006 Model diagnostics via martingale transforms: a brief review. Zbl 1121.62050 Koul, Hira L. 7 2006 Goodness-of-fit testing in interval censoring case 1. Zbl 1090.62044 Koul, Hira L.; Yi, Tingting 3 2006 Frontiers in statistics. Dedicated to Peter John Bickel on honor of his 65th birthday. Zbl 1097.62501 2 2006 Goodness-of-fit testing in regression: a finite sample comparison of bootstrap methodology and Khmaladze transformation. Zbl 1070.62030 Koul, Hira L.; Sakhanenko, Lyudmila 8 2005 Model diagnosis for SETAR time series. Zbl 1086.62099 Koul, Hira L.; Stute, Winfried; Li, Fang 4 2005 Testing for superiority among two time series. Zbl 1079.62087 Koul, Hira L.; Li, Fang 1 2005 Martingale transforms goodness-of-fit tests in regression models. Zbl 1092.62052 Khmaladze, Estate V.; Koul, Hira L. 69 2004 Minimum distance regression model checking. Zbl 1032.62036 Koul, Hira L.; Ni, Pingping 40 2004 Regression model fitting with a long memory covariate process. Zbl 1061.62137 Koul, Hira L.; Baillie, Richard T.; Surgailis, Donatas 12 2004 Asymptotics of M-estimators in two-phase linear regression models. Zbl 1075.62021 Koul, Hira L.; Qian, Lianfen; Surgailis, Donatas 31 2003 Testing for superiority among two regression curves. Zbl 1022.62043 Koul, Hira L.; Schick, Anton 12 2003 Asymptotics of \(M\)-estimators in non-linear regression with long memory designs. Zbl 1038.62080 Koul, Hira L.; Baillie, Richard T. 6 2003 Robust estimators in regression models with long memory errors. Zbl 1027.62055 Koul, H. L.; Surgailis, D. 3 2003 Weighted empirical processes in dynamic nonlinear models. 2nd ed. Zbl 1007.62047 Koul, Hira L. 126 2002 Asymptotics of maximum likelihood estimator in a two-phase linear regression model. Zbl 1016.62017 Koul, Hira L.; Qian, Lianfen 20 2002 Asymptotic expansion of the empirical process of long memory moving averages. Zbl 1021.62072 Koul, Hira L.; Surgailis, Donatas 19 2002 Asymptotic distributions of some scale estimators in nonlinear models. Zbl 1320.62159 Koul, H. L. 1 2002 Asymptotics of empirical processes of long memory moving averages with infinite variance. Zbl 1046.62089 Koul, Hira L.; Surgailis, Donatas 22 2001 Asymptotic normality of the Whittle estimator in linear regression models with long memory errors. Zbl 0968.62050 Koul, Hira L.; Surgailis, Donatas 12 2000 Second-order behavior of M-estimators in linear regression with long-memory errors. Zbl 0967.62040 Koul, Hira L.; Surgailis, Donatas 11 2000 Nonparametric model checks for time series. Zbl 0955.62089 Koul, Hira L.; Stute, Winfried 95 1999 Regression model fitting with long memory errors. Zbl 0931.62015 Koul, Hira L.; Stute, Winfried 10 1998 Efficient estimation in nonlinear autoregressive time-series models. Zbl 1066.62537 Koul, Hira L.; Schick, Anton 44 1997 Asymptotic expansion of \(M\)-estimators with long-memory errors. Zbl 0885.62101 Koul, Hira L.; Surgailis, Donatas 28 1997 Testing for the equality of two nonparametric regression curves. Zbl 0908.62057 Koul, Hira L.; Schick, Anton 22 1997 Estimation of the dependence parameter in linear regression with long-range-dependent errors. Zbl 0933.62059 Giraitis, Liudas; Koul, Hira 10 1997 Note on convergence rates of semiparametric estimators of dependence index. Zbl 0890.62068 Hall, Peter; Koul, Hira L.; Turlach, Berwin A. 8 1997 Asymptotic normality of regression estimators with long memory errors. Zbl 0903.62022 Giraitis, Liudas; Koul, Hira L.; Surgailis, Donatas 53 1996 Asymptotics of some estimators and sequential residual empiricals in nonlinear time series. Zbl 0865.62065 Koul, Hira L. 29 1996 Adaptive estimation in a random coefficient autoregressive model. Zbl 0906.62087 Koul, Hira L.; Schick, Anton 28 1996 Autoregression quantiles and related rank-scores processes. Zbl 0848.62047 Koul, Hira L.; Saleh, A. K. Md. E. 31 1995 Bahadur-Kiefer representations for GM-estimators in autoregression models. Zbl 0817.62077 Koul, Hira L.; Zhu, Zhiwei 4 1995 Minimum distance estimation of the center of symmetry with randomly censored data. Zbl 0821.62017 Yang, Song; Koul, Hira L. 2 1995 Weak convergence of randomly weighted dependent residual empiricals with applications to autoregression. Zbl 0836.62063 Koul, Hira L.; Ossiander, Mina 38 1994 Regression quantiles and related processes under long range dependent errors. Zbl 0808.62082 Koul, Hira L.; Mukherjee, Kanchan 15 1994 On bootstrapping \(M\)-estimated residual processes in multiple linear regression models. Zbl 0795.62063 Koul, H. L.; Lahiri, S. N. 7 1994 Asymptotics of R-, MD- and LAD-estimators in linear regression models with long range dependent errors. Zbl 0794.60020 Koul, Hira L.; Mukherjee, Kanchan 41 1993 \(R\)-estimation of the parameters of autoregressive [AR(\(p\))] models. Zbl 0795.62076 Koul, Hira L.; Saleh, A. K. Md. E. 24 1993 Weighted empiricals and linear models. Zbl 0998.62501 Koul, Hira L. 69 1992 M-estimators in linear models with long range dependent errors. Zbl 0759.62023 Koul, Hira L. 29 1992 A weak convergence result useful in robust autoregression. Zbl 0751.60019 Koul, Hira L. 32 1991 Weak convergence of a weighted residual empirical process in autoregression. Zbl 0749.62034 Koul, H. L.; Sen, P. K. 2 1991 Weakly adaptive estimators in explosive autoregression. Zbl 0709.62083 Koul, Hira L.; Pflug, George Ch. 7 1990 Weak convergence of the residual empirical process in explosive autoregression. Zbl 0695.60042 Koul, Hira L.; Levental, Shlomo 19 1989 A quadraticity limit theorem useful in linear models. Zbl 0659.62023 Koul, Hira L. 1 1989 Large-sample statistics based on quadratic dispersion. Zbl 0707.62064 Basawa, I. V.; Koul, H. L. 17 1988 Efficient estimation of functionals with censored data. Zbl 0686.62024 Schick, A.; Susarla, V.; Koul, H. 6 1988 An estimator of the scale parameter for the rank analysis of linear models under general score functions. Zbl 0628.62035 Koul, Hira L.; Sievers, Gerald L.; McKean, Joseph 18 1987 Tests of goodness-of-fit in linear regression. Zbl 0616.62060 Koul, H. L. 4 1987 Minimum distance estimation and goodness-of-fit tests in first-order autoregression. Zbl 0607.62101 Koul, Hira L. 9 1986 Minimum distance estimation in multiple linear regression. Zbl 0607.62038 Koul, Hira L. 16 1985 Minimum distance estimation in linear regression with unknown error distributions. Zbl 0582.62022 Koul, Hira L. 9 1985 On a Kolmogorov-Smirnov type aligned test in linear regression. Zbl 0611.62044 Koul, H. L.; Sen, P. K. 2 1985 Minimum distance estimation in a linear regression model. Zbl 0521.62023 Koul, H.; DeWet, T. 21 1983 Adaptive estimation in linear regression. Zbl 0574.62056 Koul, H. L.; Susarla, V. 9 1983 Asymptotically minimax tests of composite hypotheses for nonergodic type processes. Zbl 0493.62074 Basawa, I. V.; Koul, H. L. 3 1983 Some weighted empirical inferential procedures for a simple regression model. Zbl 0568.62046 Koul, H. L. 1 1982 Regression analysis with randomly right-censored data. Zbl 0477.62046 Koul, H.; Susarla, V.; van Ryzin, J. 198 1981 ...and 16 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,391 Authors 69 Koul, Hira Lal 40 Surgailis, Donatas 29 Schick, Anton 22 Song, Weixing 21 Hallin, Marc 20 Taqqu, Murad S. 20 Van Keilegom, Ingrid 19 Giraitis, Liudas 18 Wefelmeyer, Wolfgang 18 Zhu, Lixing 17 Beran, Jan 17 Müller, Ursula U. 16 Jurečková, Jana 14 Neumeyer, Natalie 13 Escanciano, Juan Carlos 12 Bai, Shuyang 12 Cheng, Fuxia 11 González-Manteiga, Wenceslao 11 Lee, Sangyeol 11 Wang, Lihong 10 Ghosh, Sucharita 10 Ling, Shiqing 9 Ginovyan, Mamikon S. 9 Hidalgo, Javier 9 McKean, Joseph W. 9 Perera, Indeewara 9 Robinson, Peter Michael 9 Wang, Qihua 8 Ciuperca, Gabriela 8 Hu, Hongchang 8 Khmaladze, Estate V. 8 Kulik, Rafał 8 Pardo-Fernández, Juan Carlos 8 Silvapulle, Mervyn Joseph 8 Yang, Song 7 Basawa, Ishwar V. 7 Bentarzi, Mohamed 7 Datta, Somnath 7 Delgado, Miguel Ángel 7 Dette, Holger 7 Horváth, Lajos 7 Ivanov, Aleksandr Vladimirovich 7 Laib, Naâmane 7 Linton, Oliver Bruce 7 Lopez, Olivier 7 Mukherjee, Kanchan 7 Ould-Saïd, Elias 7 Picek, Jan 7 Puri, Madan Lal 7 Sabzikar, Farzad 7 Shi, Jianhong 7 Stute, Winfried 7 Subramanian, Sundarraman 7 Sun, Zhihua 6 Guo, Xu 6 Hettmansperger, Thomas P. 6 Hušková, Marie 6 Kakizawa, Yoshihide 6 Kattumannil, Sudheesh Kumar 6 Lahiri, Soumendra Nath 6 Li, Gang 6 Lu, Xuewen 6 Meintanis, Simos G. 6 Merzougui, M. 6 Nishiyama, Yoichi 6 Sahakyan, Artur A. 6 Terpstra, Jeffrey Todd 6 Velasco, Carlos 5 Ahmad, Ibrahim A. 5 Allal, Jelloul 5 Boente, Graciela 5 Boldin, Mikhaĭl Vasil’evich 5 Chan, Ngai Hang 5 Doukhan, Paul 5 El Ghouch, Anouar 5 Geng, Pei 5 Harel, Michel 5 Honda, Toshio 5 Igarashi, Gaku 5 Jiménez-Gamero, María Dolores 5 Leipus, Remigijus 5 Leonenko, Nikolai N. 5 Li, Degui 5 Li, Linyuan 5 Mitra, Murari 5 Nadarajah, Saralees 5 Nielsen, Bent 5 Orbe, Jesus 5 Peng, Liang 5 Philippe, Anne 5 Pilipauskaitė, Vytautė 5 Qin, Gengsheng 5 Sundaram, Rajeshwari 5 Trapani, Lorenzo 5 Whang, Yoon-Jae 5 Withers, Christopher Stroude 5 Wu, Wei Biao 5 Zhao, Yichuan 5 Zou, Changliang 4 Anis, Mohammed Zafar ...and 1,291 more Authors all top 5 Cited in 139 Serials 115 Statistics & Probability Letters 108 Journal of Statistical Planning and Inference 79 Communications in Statistics. 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