Teacher Details

Ramanathan T V

Department of Statistics


Research Areas : Inference in Stochastic Processes, Financial Time Series, Nonparametric Inference, Generalized Linear Models, Model Selection, Econometrics

Google Scholar Profile | ResearchGate Profile

1)    Awale, M., Kashikar, A.S., Ramanathan T.V. (2023). Forecasting overdispersed INAR(1) count time series with negative binomial marginal. Communications in Statistics-Simulation and Computation, 52 (6), 2497-2517. ISSN(print/online): 0361-0918/1532-4141, URL/DOI: http://dx.doi.org/10.1080/03610918.2021.1908559
2)    adhav, D.K., Variyam, R.T. (2023). Modified Expected Shortfall: a Coherent Risk Measure for Elliptical Family of Distributions. Sankhya B: The Indian Journal of Statistics, 85, 234–256 . ISSN(print/online): 0976-8386/0976-8394, URL/DOI: http://dx.doi.org/10.1007/s13571-022-00294-1
3)    Pandhare, S.C., Ramanathan, T.V. (2023). The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models. Statistics, 57 (1), 1-25. ISSN(print/online): 0233-1888/1029-4910, URL/DOI: http://dx.doi.org/10.1080/02331888.2022.2154769
4)    Sabera Nunkoo, H.B., Gonpot, P., Ramanathan, T.V., Sookia, N.U.H. (2023). Conditional and unconditional intraday value-at-risk models: an application to high-frequency tick-by-tick exchange-traded fund data. Journal of Risk, 26 (2), 1-31. ISSN(print/online): 1465-1211/1755-2842, URL/DOI: http://dx.doi.org/10.21314/JOR.2023.013
5)    Nunkoo, H.B.S., Gonpot, P.N., Ramanathan, T.V. (2022). Autoregressive conditional duration models for high frequency financial data: an empirical study on mid cap exchange traded funds. Studies in Economics and Finance, 39 (1), 150-173. ISSN(print/online): 1086-7376, URL/DOI: http://dx.doi.org/10.1108/SEF-04-2021-0146
6)    Ramanathan, T.V., Pandhare, S.C. (2021). The Focused Information Criterion for Logistic Time Series Regression Models Under Locally Biased Estimating Functions. Journal of Statistical Theory and Practice, 15 (2), 31. ISSN(print/online): 1559-8608/1559-8616, URL/DOI: http://dx.doi.org/10.1007/s42519-021-00169-0
7)    Chipade, R.A., Ramanathan, T.V. (2021). Extended Kalman filter based statistical orbit determination for geostationary and geosynchronous satellite orbits in BeiDou constellation. Contributions to Geophysics and Geodesy, 51 (1), 25-46. ISSN(print/online): 1338-0540, URL/DOI: http://dx.doi.org/10.31577/congeo.2021.51.1.2
8)    Ramanathan, T.V., Rohan, N., Abraham, B. (2020). A stochastic frontier regression model with dynamic frontier. Communications in Statistics-Simulation and Computation, 49 (6), 1415-1428. ISSN(print/online): 0361-0918/1532-4141, URL/DOI: http://dx.doi.org/10.1080/03610918.2015.1011333
9)    Pandhare, S.C., Ramanathan, T.V. (2020). The robust focused information criterion for strong mixing stochastic processes with $$\mathscr {L}^{2} $$ L2-differentiable parametric densities. Statistical Inference for Stochastic Processes, 23 (3), 637-663. ISSN(print/online): 1387-0874/1572-9311, URL/DOI: http://dx.doi.org/10.1007/s11203-020-09208-2
10)    Awale, M., Kashikar, A.S., Ramanathan, T.V. (2020). Modeling seasonal epidemic data using integer autoregressive model based on binomial thinning. Model Assisted Statistics and Applications, 15 (1), 1-17. ISSN(print/online): 1574-1699/1875-9068, URL/DOI: http://dx.doi.org/10.3233/MAS-190475
11)    Badade, M., Ramanathan, T.V. (2020). Probabilistic frontier regression model for multinomial ordinal type output data. Journal of Productivity Analysis, 53 (3), 339-354. ISSN(print/online): 0895-562X/1573-0441, URL/DOI: http://dx.doi.org/10.1007/s11123-020-00581-x
12)    Ramanathan, T.V., Chipade, R.A. (2020). Statistical Orbit Determination Algorithm for Satellites in Indian Navigation Constellation (NavIC): Towards Extended Ephemeris Technology for NavIC Receiver. Artificial Satellites: Journal of Space Research Centre of Polish Academy of Sciences, 55 (2), 29-40. ISSN(print/online): 0208-841X/2083-6104, URL/DOI: http://dx.doi.org/10.2478/arsa-2020-0003
13)    Pandhare, S.C., Ramanathan, T.V. (2020). The focussed information criterion for generalised linear regression models for time series. Australian and New Zealand Journal of Statistics, 62 (4), 485-507. ISSN(print/online): 1369-1473/1467-842X, URL/DOI: http://dx.doi.org/10.1111/anzs.12310
14)    Awale, M., Balakrishna, N., Ramanathan, T.V. (2019). Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model. Statistical Papers, 60 (5), 1515-1539. Google Scholar Citations, ISSN(print/online): 0932-5026/1613-9798, URL/DOI: http://dx.doi.org/10.1007/s00362-017-0884-x
15)    Bhogal, S.K., Ramanathan, T.V. (2019). Conditional duration models for high‐frequency data: a review on recent developments. Journal of Economic Surveys, 33 (1), 1-22. ISSN(print/online): 0950-0804/1467-6419, URL/DOI: http://dx.doi.org/10.1111/joes.12261
16)    Badade, M., Ramanathan, T.V. (2019). Probabilistic frontier regression models for binary type output data. Journal of Applied Statistics, 46 (13), 2460-2480. ISSN(print/online): 0266-4763/1360-0532, URL/DOI: http://dx.doi.org/10.1080/02664763.2019.1597838
17)    Jadhav, D., Ramanathan (2019). Portfolio optimization based on modified expected shortfall. Studies in Economics and Finance, 36 (3), 440-463. ISSN(print/online): 1086-7376, URL/DOI: http://dx.doi.org/10.1108/SEF-05-2018-0160
18)    Ng Cheong Vee, D., Gonpot, P., Ramanathan, T.V. (2019). Quantification of operational risk: Statistical insights on coherent risk measures. Journal of Operational Risk, 14 (2), 39-59. ISSN(print/online): 1744-6740/1755-2710, URL/DOI: http://dx.doi.org/10.21314/JOP.2019.225
19)    Awale, M., Ramanathan, T.V., Kale, M. (2017). Coherent Forecasting In Integer-Valued Ar(1) Models With Geometric Marginals. Journal of Data Science, 15 (1), 95-114. Google Scholar Citations, ISSN(print/online): 1680-743X/1683-8602, URL/DOI: http://dx.doi.org/10.6339/JDS.201701_15(1).0006
20)    Mishra, A., Ramanathan, T.V. (2017). Nonstationary autoregressive conditional duration models. Studies in Nonlinear Dynamics and Econometrics, 21 (4), 57. Google Scholar Citations, ISSN(print/online): 1558-3708/1081-1826, URL/DOI: http://dx.doi.org/10.1515/snde-2015-0057
21)    Ramanathan, V.T., Narayanan, P., Thomas, T., Ramanathan, T.V. (2017). An Adaptive Index Associated With Community Ownership and Preparedness for The HIV Prevention Program in India. Indian Journal of Public Health Research and Development, 8 (4), 985-992. ISSN(print/online): 0976-0245/0976-5506, URL/DOI: http://dx.doi.org/10.5958/0976-5506.2017.00459.4
22)    Thekke, R., Mishra, A., Abraham, B. (2016). Estimation, filtering and smoothing in the stochastic conditional duration model: an estimating function approach. Stat, 5 (1), 11-21. Google Scholar Citations, ISSN(print/online): 2049-1573, URL/DOI: http://dx.doi.org/10.1002/sta4.101
23)    Jadhav, D., Ramanathan, T.V., Naik-Nimbalkar, U.V. (2013). Modified expected shortfall: a new robust coherent risk measure. Journal of Risk, 16 (1), 69-83. Google Scholar Citations, ISSN(print/online): 1465-1211/1755-2842, URL/DOI: http://dx.doi.org/10.21314/JOR.2013.269
24)    Rohan, N., Ramanathan, T.V. (2013). Nonparametric estimation in time-varying GARCH models. Journal of Nonparametric Statistics, 25 (1), 33-52. Google Scholar Citations, ISSN(print/online): 1048-5252/1029-0311, URL/DOI: http://dx.doi.org/10.1080/10485252.2012.728600
25)    Rohan, N., Ramanathan, T.V. (2013). Geometric ergodicity of asymmetric volatility models with stochastic parameters. Electronic Journal of Probability, 18 (90), 1-12. Google Scholar Citations, ISSN(print/online): 1083-6489, URL/DOI: http://dx.doi.org/10.1214/EJP.v18-1871
26)    Kashikar, A.S., Rohan, N., Ramanathan, T.V. (2013). Integer Autoregressive Models with Structural Breaks. Journal of Applied Statistics, 40 (12), 2653-2669. Google Scholar Citations, ISSN(print/online): 0266-4763/1360-0532, URL/DOI: http://dx.doi.org/10.1080/02664763.2013.823920
27)    Narayanan, P., Moulasha, K., Wheeler, T., Baer, J., Bharadwaj, S., Ramanathan, T.V., Thomas, T. (2012). Monitoring community mobilisation and organisational capacity among high-risk groups in a large-scale HIV prevention programme in India: selected findings using a Community Ownership and Preparedness Index. Journal of Epidemiology and Community Health, 66 (Suppl 2), ii34-ii41. Google Scholar Citations, ISSN(print/online): 0143-005X/1470-2738, URL/DOI: http://dx.doi.org/10.1136/jech-2012-201065
28)    Thomas, T., Narayanan, P., Wheeler, T., Kiran, U., Joseph, M.J., Ramanathan, T.V. (2012). Design of a Community Ownership and Preparedness Index: using data to inform the capacity development of community-based groups. Journal of Epidemiology and Community Health, 66 (Suppl 2), ii26-ii34. Google Scholar Citations, ISSN(print/online): 0143-005X/1470-2738, URL/DOI: http://dx.doi.org/10.1136/jech-2011-200590
29)    Tayefi, M., Ramanathan, T.V. (2012). An overview of FIGARCH and related time series models. Austrian Journal of Statistics, 41 (3), 175-196. Google Scholar Citations, ISSN(print/online): 1026-597X, URL/DOI: http://dx.doi.org/10.17713/ajs.v41i3.172
30)    Rohan, N., Ramanathan, T.V. (2012). Asymmetric volatility models with structural breaks. Communications in Statistics-Simulation and Computation, 41 (9), 1519-1543. Google Scholar Citations, ISSN(print/online): 0361-0918/1532-4141, URL/DOI: http://dx.doi.org/10.1080/03610918.2011.611403
32)    Rohan, N., Ramanathan, T.V. (2011). Order Selection in Arma Models Using The Focused Information Criterion. Australian and New Zealand Journal of Statistics, 53 (2), 217-231. Google Scholar Citations, ISSN(print/online): 1369-1473/1467-842X, URL/DOI: http://dx.doi.org/10.1111/j.1467-842X.2011.00626.x
33)    Rajarshi, M.B., Ramanathan, T.V., Ghadge, C.A. (2011). Rank based tests for testing the constancy of the regression coefficients against random walk alternatives. Operations Research and Decisions, 21 (3-4), 35-55. Google Scholar Citations, ISSN(print/online): 2081-8858/2391-6060, URL/DOI: http://dx.doi.org/10.5277/ord1203-0403

Publications Before 2011

34)    Ramanathan, T.V., Ghadge, C. (2010). Tests for randomness of the technology parameter in a stochastic frontier regression model. Statistical Methods and Applications, 19 (3), 319-331. Google Scholar Citations, ISSN(print/online): 1618-2510/1613-981X, URL/DOI: http://dx.doi.org/10.1007/s10260-009-0129-9
35)    Ghadge, C., Ramanathan, T.V. (2010). Rank Test for Testing Randomness of the Technology Parameters in a Stochastic Frontier Regression Model. Communications in Statistics-Simulation and Computation, 40 (1), 99-112. ISSN(print/online): 0361-0918/1532-4141, URL/DOI: http://dx.doi.org/10.1080/03610918.2010.531364
36)    Jadhav, D., Ramanathan, T.V. (2009). Parametric and Nonparametric estimation of Value-at-Risk. Journal of Risk Model Validation, 3 (1), 51-71. Google Scholar Citations, ISSN(print/online): 1753-9579/1753-9587.
37)    Jadhav, D., Ramanathan, T.V., Naik-Nimbalkar, U.V. (2009). Modified estimators of the Expected Shortfall. Journal of Emerging Market Finance, 8 (2), 87-107. Google Scholar Citations, ISSN(print/online): 0972-6527/0973-0710, URL/DOI: http://dx.doi.org/10.1177/097265270900800201
38)    Alheety, M.I., Ramanathan, T.V. (2009). Confidence Interval for shrinkage parameters in ridge regression. Communications in Statistics-Theory and Methods, 38 (19), 3489-3497. Google Scholar Citations, ISSN(print/online): 0361-0926/1532-415X, URL/DOI: http://dx.doi.org/10.1080/03610920802585856
39)    Alheety, M.I., Ramanathan, T.V., Gore, S.D. (2009). On the distribution of shrinkage parameters of Liu-Type Estimators. Brazilian Journal of Probability and Statistics, 23 (1), 57-67. Google Scholar Citations, ISSN(print/online): 0103-0752, URL/DOI: http://dx.doi.org/10.1214/08-BJPS005
40)    Jadhav, D., Ramanathan, T.V., Naik-Nimbalkar, U.V. (2009). Modified estimators of the Expected Shortfall. Journal of Emerging Market Finance, 8 (2), 87-107. Google Scholar Citations, ISSN(print/online): 0972-6527/0973-0710, URL/DOI: http://dx.doi.org/10.1177/097265270900800201
41)    Batah, F.S.M., Ramanathan, T.V., Gore, S.D. (2008). The efficiency of modified jackknife and ridge type regression estimators: a Comparison. Surveys in Mathematics and its Applications, 24 (2), 157-174. Google Scholar Citations, ISSN(print/online): 1843-7265/1842-6298, URL/DOI: http://www.emis.ams.org/journals/SMA/v03/p06.pdf
42)    Chandra, K.S., Ramanathan, T.V. (2004). Modeling inefficiencies in a reliability system using stochastic frontier regression. IEEE Transactions on Reliability, 53 (2), 250-254. Google Scholar Citations, ISSN(print/online): 0018-9529/1558-1721, URL/DOI: http://dx.doi.org/10.1109/TR.2004.829147
43)    Ramanathan, T.V., Thupeng, W.M., Molefe, W.B., Chandra, K.S. (2004). Recent trends in the technical efficiencies of health districts in Botswana in the treatment of HIV/AIDS related diseases. Botswana Journal of Economics, 1 (1), 66-81. ISSN(print/online): 1810-0163.
44)    Ramanathan, T.V., Dharmadhikari, A.D., Abraham, B. (2003). Nonparametric capability indices. Economic Quality Control, 18 (1), 31-41. Google Scholar Citations, ISSN(print/online): 0940-5151/1869-6147, URL/DOI: http://dx.doi.org/10.1515/EQC.2003.31
45)    Ramanathan, T.V. (2003). Cointegration and Structural Break: An Empirical Investigation of Indian Economy. Empirical Economic Letters, 2 (2), 75-86. ISSN(print/online): 1681-8997.
46)    Ramanathan, T.V., Chandra, K.S., Thupeng, W.M. (2003). A comparison of the technical efficiencies of health districts and hospitals in Botswana. Development Southern Africa, 20 (2), 307-320. Google Scholar Citations, ISSN(print/online): 0376-835X/1470-3637, URL/DOI: http://dx.doi.org/10.1080/03768350302955
47)    Das, A., Ramanathan, T.V. (2000). Bootstrap standard errors and confidence intervals for technical efficiency estimates of commercial banks in India. International Journal for Development Banking, 18 (2), 27-38. Google Scholar Citations, ISSN(print/online): 0970-1044.
48)    Rajarshi, M.B., Ramanathan, T.V. (2000). Testing constancy of a parameter against random walk alternatives of a Markov sequence. Journal of the Indian Statistical Association, 38, 23-44. ISSN(print/online): 0537-2585.
49)    Ramanathan, T.V., Sarker, P.G. (1999). Identification of structural break in income, money and banking indicators and its application in money demand functions. Prajnan: Journal of Management and Social Science, 27 (5), 405-431. ISSN(print/online): 0970-8448.
50)    Hanagal, D.D., Ramanathan, T.V. (1998). Tests for bivariate exponentiality against BIFRA alternatives based on censored samples. Communications in Statistics-Theory and Methods, 27 (8), 1947-1960. Google Scholar Citations, ISSN(print/online): 0361-0926/1532-415X, URL/DOI: http://dx.doi.org/10.1080/03610929808832202
51)    Suresh, R.P., Ramanathan, T.V. (1997). Acceptance sampling plans by variables for a class of symmetric distributions. Communications in Statistics-Simulation and Computation, 26 (4), 1379-1391. Google Scholar Citations, ISSN(print/online): 0361-0918/1532-4141, URL/DOI: http://dx.doi.org/10.1080/03610919708813445
52)    Kale, M.M., Ramanathan, T.V. (1997). A test for randomness of the environments in a branching process. Statistical Papers, 38 (4), 409-421. ISSN(print/online): 0932-5026/1613-9798, URL/DOI: http://dx.doi.org/10.1007/BF02925997
53)    Adke, S.R., Ramanathan, T.V. (1997). On optimal prediction for stochastic processes. Journal of Statistical Planning and Inference, 63 (1), 1-7. Google Scholar Citations, ISSN(print/online): 0378-3758/1873-1171, URL/DOI: http://dx.doi.org/10.1016/S0378-3758(96)00201-7
54)    Ramanathan, T.V., Rajarshi, M.B. (1997). Testing homogeneity over time of a parameter of a markov sequence. Communications in Statistics-Theory and Methods, 26 (2), 317-330. Google Scholar Citations, ISSN(print/online): 0361-0926/1532-415X, URL/DOI: http://dx.doi.org/10.1080/03610929708831918
55)    Ramanathan, R.V., Rajarshi, M.B. (1994). Rank tests for testing the randomness of autoregressive coefficients. Statistics and Probability Letters, 21 (2), 115-120. Google Scholar Citations, ISSN(print/online): 0167-7152/1879-7152, URL/DOI: http://dx.doi.org/10.1016/0167-7152(94)90218-6
56)    Ramanathan, T.V., Rajarshi, M.B. (1992). Optimal estimation in random coefficient regression models. Annals of the Institute of Statistical Mathematics, 44 (2), 213-227. Google Scholar Citations, ISSN(print/online): 0020-3157/1572-9052 , URL/DOI: http://dx.doi.org/10.1007/BF00058637
57)    Ramanathan, T.V., Rajarshi, M.B. (1992). Rank tests for testing randomness of a regression coefficient in a linear regression model. Metrika, 39 (1), 113-124. Google Scholar Citations, ISSN(print/online): 0026-1335/1435-926X, URL/DOI: http://dx.doi.org/10.1007/BF02613990