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Soumendra Lahiri

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Articles

Fitting Sparse Markov Models to Categorical Time Series Using Convex Clustering

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By Soumendra Lahiri, Donald Martin, Tuhin Majumder
| Taylor & Francis Online
Advanced search Journal of Computational and Graphical Statistics Latest Articles Submit an article Journal homepage Full Article Figures & data References Supplemental Citations Metrics Reprints & Permissions Read this article /doi/full/10.1080/10618600.2026.2680180?needAccess=true ABSTRACT Higher-order Markov chains are frequently used to model categorical time series. However, a major problem with fitting such models is the exponentially growing number of parameters in the model order.
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Special Issue in Honor of Professor Hira Lal Koul

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By Soumendra Lahiri, Dimitris N. Politis, Tharuvai N. Sriram
| Wiley Online Library Verified
This special issue honors Emeritus Professor Hira Lal Koul of the Department of Statistics and Probability at Michigan State University. Professor Koul's journey in statistics began with his MA in Statistics with distinction and the first position in the Faculty of Arts from the University of Poona in the year 1964. He then moved to the University of California, Berkeley, earning his Ph.D. in December 1967, under the guidance of Peter J.
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Second‐Order Properties of the Convolved Subsampling Method for Time Series

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By Sayan Das, Soumendra Lahiri, Todd A. Kuffner, Daniel J. Nordman
| Wiley Online Library Verified
Conflicts of Interest The authors declare no conflicts of interest. References , and . 2006. Measure Theory and Probability Theory. Springer. , and . 1984. “On One Term Edgeworth Correction by Efron's Bootstrap.” Sankhyā: The Indian Journal of Statistics, Series A 46: 219–232. , and . 1978. “On the Validity of the Formal Edgeworth Expansion.” Annals of Statistics 6: 434–451. , and . 1986. Normal Approximation and Asymptotic Expansions. Vol. 64. SIAM. 1968. Convergence of Probability Measures. John Wiley & Sons.
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