Ramanathan T V

About Ramanathan T V

Ramanathan T V, With an exceptional h-index of 13 and a recent h-index of 9 (since 2020), a distinguished researcher at Savitribai Phule Pune University, specializes in the field of Inference in Stochastic Processes, Financial Time Series, High Dimensional Model Selection, Econometrics, Nonparametric Inferenc.

His recent articles reflect a diverse array of research interests and contributions to the field:

Conditional and unconditional intraday value-at-risk models: an application to high-frequency tick-by-tick exchange-traded fund data

Forecasting overdispersed INAR (1) count time series with negative binomial marginal

The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models

Autoregressive conditional duration models for high frequency financial data: an empirical study on mid cap exchange traded funds

Probabilistic Frontier Regression Models for Count Type Output Data

Comparative Evaluation of Statistical Orbit Determination Algorithms for Short-Term Prediction of Geostationary and Geosynchronous Satellite Orbits in NavIC Constellation

The focused information criterion for logistic time series regression models under locally biased estimating functions

Extended Kalman filter based statistical orbit determination for geostationary and geosynchronous satellite orbits in BeiDou constellation

Ramanathan T V Information

University

Position

Department of Statistics

Citations(all)

567

Citations(since 2020)

274

Cited By

395

hIndex(all)

13

hIndex(since 2020)

9

i10Index(all)

16

i10Index(since 2020)

9

Email

University Profile Page

Savitribai Phule Pune University

Google Scholar

View Google Scholar Profile

Ramanathan T V Skills & Research Interests

Inference in Stochastic Processes

Financial Time Series

High Dimensional Model Selection

Econometrics

Nonparametric Inferenc

Top articles of Ramanathan T V

Title

Journal

Author(s)

Publication Date

Conditional and unconditional intraday value-at-risk models: an application to high-frequency tick-by-tick exchange-traded fund data

Journal of Risk

Houmera Bibi Sabera Nunkoo

Preethee Gonpot

TV Ramanathan

Noor-Ul-Hacq Sookia

2023/9/30

Forecasting overdispersed INAR (1) count time series with negative binomial marginal

Communications in Statistics-Simulation and Computation

Manik Awale

Akanksha S Kashikar

TV Ramanathan

2023/6/3

The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models

Statistics

SC Pandhare

TV Ramanathan

2023/1/2

Autoregressive conditional duration models for high frequency financial data: an empirical study on mid cap exchange traded funds

Studies in Economics and Finance

Houmera Bibi Sabera Nunkoo

Preethee Nunkoo Gonpot

Noor-Ul-Hacq Sookia

TV Ramanathan

2022/1/14

Probabilistic Frontier Regression Models for Count Type Output Data

Journal of Quantitative Economics

Meena Badade

TV Ramanathan

2022/9

Comparative Evaluation of Statistical Orbit Determination Algorithms for Short-Term Prediction of Geostationary and Geosynchronous Satellite Orbits in NavIC Constellation

arXiv preprint arXiv:2111.12348

TV Ramanathan

Radhika A Chipade

2021/11/24

The focused information criterion for logistic time series regression models under locally biased estimating functions

Journal of Statistical Theory and Practice

TV Ramanathan

SC Pandhare

2021/6

Extended Kalman filter based statistical orbit determination for geostationary and geosynchronous satellite orbits in BeiDou constellation

Contributions to Geophysics and Geodesy

Radhika A CHIPADE

Thekke Variyam RAMANATHAN

2021/3/15

Modeling seasonal epidemic data using integer autoregressive model based on binomial thinning

Model Assisted Statistics and Applications

Manik Awale

AS Kashikar

TV Ramanathan

2020/1/1

The robust focused information criterion for strong mixing stochastic processes with -differentiable parametric densities

Statistical inference for stochastic processes

SC Pandhare

TV Ramanathan

2020/10

A stochastic frontier regression model with dynamic frontier

Communications in Statistics-Simulation and Computation

TV Ramanathan

Neelabh Rohan

Bovas Abraham

2020/6/2

Probabilistic frontier regression model for multinomial ordinal type output data

Journal of Productivity Analysis

Meena Badade

TV Ramanathan

2020/6

Statistical orbit determination algorithm for satellites in Indian navigation constellation (NavIC): towards extended ephemeris technology for NavIC receiver

Artificial Satellites

TV Ramanathan

Radhika A Chipade

2020/4/1

High Frequency Financial Data and Associated Financial Point Process: A Nonparametric Bayesian Perspective

FOUNDED 1998

Anuj Mishra

TV Ramanathan

2020/1/2

The focussed information criterion for generalised linear regression models for time series

Australian & New Zealand Journal of Statistics

SC Pandhare

TV Ramanathan

2020/12

See List of Professors in Ramanathan T V University(Savitribai Phule Pune University)