Teacher Details
Ramanathan T V
Department of Statistics
ram@unipune.ac.in
Research Areas : Inference in Stochastic Processes, Financial Time Series, Nonparametric Inference, Generalized Linear Models, Model Selection, Econometrics
| 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
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| 2) | Adhav, D.K., Ramanathan, T.V. (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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 17) | Jadhav, D., Ramanathan, T.V. (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
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| 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
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| 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
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| 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
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| 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
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| 22) | Ramanathan T.V., 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 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
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| 31) | Kaur, I., Ramanathan, T.V., Naik-Nimbalkar, U.V. (2012). Parameter estimation of a process driven by fractional Brownian motion: An estimating function approach. InterStat,
1-24. Google Scholar Citations,
ISSN(print/online): 1941-689X,
URL/DOI: http://interstat.statjournals.net/YEAR/2012/articles/1212001.pdf
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| 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
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| 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
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Publications Before 2011 |
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| 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
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| 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
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| 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) | 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
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| 38) | 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
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| 39) | 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
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| 40) | 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
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| 41) | 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
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| 42) | 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.
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| 43) | 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
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| 44) | 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.
|
| 45) | 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
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| 46) | 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.
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| 47) | 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.
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| 48) | 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.
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| 49) | 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
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| 50) | 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
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| 51) | 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
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| 52) | 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
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| 53) | 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
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| 54) | Ramanathan, T.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
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| 55) | 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
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| 56) | 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
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