IQAC CUSAT

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IQAC CUSAT


RESEARCH INTERESTS
Time series analysis

RESEARCH PROFILES
Google Scholar : https://scholar.google.com/citations?user=YSYFdIYAAAAJ

JOURNAL PUBLICATIONS (RECENT) [TOTAL PUBLICATIONS : 63]
  • Coherent forecasting of NoGeAR(1) model, Journal of Indian Society for Probability and Statistics, Springer 2024

  • Zero-modified count time series with Markovian intensities, Journal of Statistical Planning and Inference, Elsevier Vol. 229, 2024

  • A novel geometric AR(1) model and its estimation, Journal of Statistical Computation and Simulation, Taylor and Francis 2023

  • Estimating function method for nonnegative autoregressive models, Statistica Neerlandica, Wiley 2023

  • A class of Minimum Distance Estimators in Markovian Multiplicative Error Models., Sankhya, Series B, Springer 2022

  • Modelling of Cointegration with Student’s t-errors., Journal of Mathematics and Statistics, 2021

  • Autoregressive inverse Gaussian process and the stochastic volatility modeling, Communications in Statistics - Theory and Methods, 2021

  • Orthogonally blocked second order response surface designs under auto-correlated errors., Journal of Indian Society for Agricultural Statistics, Vol. 75, 2021

  • Testing for measurement error in regression with autoregressive innovations, Communications in Statistics - Simulation and Computation, Taylor and Francis 2021

  • Lack-of-fit of a parametric measurement error AR(1) model, Statistics and Probability Letters, Elsevier Vol. 166, 2020

    • CONFERENCE PUBLICATIONS (RECENT) [TOTAL PUBLICATIONS : 2]
  • Negative dependency in statistical behaviour of chaotic maps, International Symposium on Nonlinear Theory and Its Applications, 2000

  • Estimation in a bivariate geometric distribution, Statistical Methods for quality and reliability, 1998

    • BOOKS PUBLISHED
  • , nil, Non-Gaussian Autoregressive-type Time Series, Springer Nature, 2021 , ISBN : 978-981-16-8161-5

    • AWARDS AND HONOURS
  • Commonwealth Post Doctoral Fellowship from Association of Commonwealth Universities, London., in the year 1999

  • UK India Education and Research Initiatives from British Council, in the year 2007

  • Distinguished Statistician Award for the year from Indian Society for Probability and Statistics, in the year 2018

  • Visiting Assistant Professor from Department of Statistics and Actuarial Science University of Waterloo, Canada, in the year 1998

  • Visiting Assistant Professor from Department of Statistics and Actuarial Science University of Waterloo, Canada, in the year 1999

  • Visiting Associate Professor from Department of Statistics and Actuarial Science University of Waterloo, Canada, in the year 2001

  • Visiting Scientist from School of Maths and Stats, University of Birmingham, England, in the year 2002

  • Post-Doctoral Research Fellow from Faculty of Electrical Engineering, Technical University Dresden, Germany: , in the year 2003

  • Visiting Associate Professor from Department of Statistics and Actuarial Science University of Waterloo, Canada, in the year 2006

  • Visiting Professor from Department of Statistics and Actuarial Science University of Waterloo, Canada, in the year 2009

  • Visiting Professor from Department of Probability and Statistics, Michigan State University, USA, in the year 2015

  • Visiting Professor from Department of Statistics and Actuarial Science University of Waterloo, Canada, in the year 2018

  • Elected Member from International Statistical Institute, Netherlands., in the year 2006

  • Treasurer from International Indian Statistical Association, in the year 2010

  • Visiting Professor from Department of Statistics and Actuarial Science, University of Waterloo, Canada., in the year 2019

  • Colloquium Speaker from Department of Mathematics and Statistics, University of Newfoundland, Canada., in the year 2020

    • RESEARCH PROJECTS
  • "Modelling and Analysis of Financial time Series" (Department of Science and Technology, Government of India- 2009 -2012 , Total outlay Rs.1880000)

  • "Stochastic Modeling of non-linear Time Series" (Science and Engineering Research Board- 2014 -2017 , Total outlay Rs.1320000)

  • "Stochastic modelling of non-negative time series" (Science and Engineering Research Board- 2019 -2022 , Total outlay Rs.660000)