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Prof. Dr. N BALAKRISHNA

Professor

Department of Statistics

Cochin University of Science and Technology
Kochi - 682022, Kerala, India

E-mail-

nb@cusat.ac.in

Web Address

http://stats.cusat.ac.in/balakrishna.html



BRIEF BIO
Dr. N. Balakrishna, Senior Professor of Statistics, Dean, Science Faculty and the Director of International Relations at CUSAT. His research area is Time series and guided TEN scholars for their PhD. In 2021, the Springer Nature has published his book on Non-Gaussian Autoregressive type Time series. He is a former Commonwealth and UKIERI Fellow, honored with the Distinguished Statistician Award by the Indian Society for Probability and Statistics (ISPS) in 2018. Balakrishna is an elected member of the International Statistical Institute since 2005. Apart from attending several national/international conferences in India and abroad, he has worked as Visiting Professor at Michigan State University, USA and University of Waterloo, Canada. He has research collaboration with experts in India, Canada, USA, UK, Germany Finland and Serbia. He is an Associate Editor of Communications in Statistics and Journal of ISPS. Currently he is the President of Indian Society for Probability and Stat.

RESEARCH INTERESTS
Time series analysis

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

JOURNAL PUBLICATIONS (RECENT) [TOTAL PUBLICATIONS : 59]
  • 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

  • Copula based bivariate cointegration model, Calcutta Statistical Association Bulletin, 2019

  • Fitting a pth order parametric generalized linear autoregressive multiplicative error model., Sankhya, Series B., 2019

  • Bootstrap prediction intervals for autoregressive conditional duration models, Journal of Statistical Computation and Simulation, Taylor & Francis Vol. 89, 2019

  • Stochastic volatility generated by product autoregressive models, Stat, 2019

  • 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
  • Prof. Dr. N BALAKRISHNA , 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)