T. V. Ramanathan

Available identifiers

zbMath Open ramanathan.thekke-variyamMaRDI QIDQ257561

List of research outcomes

Publication	Date of Publication	Type
The focussed information criterion for generalised linear regression models for time series	2023-10-05	Paper
Forecasting overdispersed INAR(1) count time series with negative binomial marginal	2023-07-20	Paper
Modified expected shortfall: a coherent risk measure for elliptical family of distributions	2023-06-30	Paper
Nonstationary autoregressive conditional duration models	2023-03-30	Paper
The robust desparsified lasso and the focused information criterion for high-dimensional generalized linear models	2023-03-06	Paper
A stochastic frontier regression model with dynamic frontier	2022-07-05	Paper
https://portal.mardi4nfdi.de/entity/Q5077814	2022-05-20	Paper
Probabilistic frontier regression models for binary type output data	2022-02-24	Paper
The focused information criterion for logistic time series regression models under locally biased estimating functions	2021-11-09	Paper
https://portal.mardi4nfdi.de/entity/Q4991161	2021-06-02	Paper
The robust focused information criterion for strong mixing stochastic processes with \(\mathscr{L}^2\)-differentiable parametric densities	2021-05-03	Paper
Integer autoregressive models with structural breaks	2020-10-26	Paper
The Focused Information Criterion for Stochastic Model Selection Problems Using $M$-Estimators	2018-07-22	Paper
Test for randomness of the technology parameter in a stochastic frontier regression model	2016-03-17	Paper
On the distribution of shrinkage parameters of Liu-type estimators	2014-10-22	Paper
Geometric ergodicity of asymmetric volatility models with stochastic parameters	2014-01-17	Paper
Nonparametric estimation of a time-varying GARCH model	2013-06-24	Paper
Asymmetric Volatility Models with Structural Breaks	2012-10-30	Paper
ORDER SELECTION IN ARMA MODELS USING THE FOCUSED INFORMATION CRITERION	2012-06-18	Paper
Rank Test for Testing Randomness of the Technology Parameters in a Stochastic Frontier Regression Model	2011-03-31	Paper
Confidence Interval for Shrinkage Parameters in Ridge Regression	2009-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q3185316	2009-10-26	Paper
Nonparametric Capability Indices	2008-04-03	Paper
A test for randomness of the environments in a branching process	2000-02-21	Paper
Acceptance sampling plans by variables for a class of symmetric distributions	1998-12-07	Paper
Tests for bivaroate exponentiality against bifra alternatives based on censored samples	1998-12-03	Paper
Testing homogeneity over time of a parameter of a markov sequence	1998-10-14	Paper
On optimal prediction for stochastic processes	1997-11-12	Paper
Rank tests for testing the randomness of autoregressive coefficients	1994-11-06	Paper
https://portal.mardi4nfdi.de/entity/Q3140357	1994-04-06	Paper
Optimal estimation in random coefficient regression models	1993-04-01	Paper
Rank tests for testing randomness of a regression coefficient in a linear regression model	1992-06-28	Paper

Research outcomes over time

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