Estimation of the Cross-Covariance Function of Stationary Stochastic Processes

On A Certain Sequential Test for the Correlation Coefficient

First Order Autoregression: Least-Squares Estimator and Moments of the Noncircular Serial Correlation Coefficient

Random Coefficient Non-Gaussian First Order Autoregressive Model

Necessary and Sufficient Conditions for Independence among Multivariate Dependent Stochastic Processes

Estimation of the Variance of a Stationary Stochastic Process

A Comparative Study on the Estimation of the Parameters of the Markovian Processes- II

On the Posterior Distribution of the Correlation Coefficient

On generalized order statistics and maximal correlation as a measure of dependence

On Some Multivariate Distribution of Random Walks