Author

T. V. Ramanathan

Observed names: RAMANATHAN, Thekke, Ramanathan Thekke Variyam, Ramanathan, T. V., Ramanathan, Thekke V., T V Ramanathan, T.V. Ramanathan, Thekke Ramanathan, Thekke V Ramanathan, Thekke V. Ramanathan, Thekke Variyam RAMANATHAN, Thekke Variyam Ramanathan

Institution: Plaksha University

Observed institutions: Reserve Bank of India, University of Botswana, Plaksha University, Savitribai Phule Pune University

ORCID: 0000-0003-1836-6169

Observed ORCID: 0000-0003-1836-6169

OpenAlex ID: A5021620431

The Efficiency of Modified Jackknife and Ridge Type Regression Estimators: a Comparison

2008 · Feras Sh, M. Batah, et al. · 59

An Overview of FIGARCH and Related Time Series Models

2016 · Maryam Tayefi, T.V. Ramanathan · Austrian Journal of Statistics · 56

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Nonparametric estimation of a time-varying GARCH model

2012 · Neelabh Rohan, T. V. Ramanathan · Journal of nonparametric statistics · 30

Design of a Community Ownership and Preparedness Index: using data to inform the capacity development of community-based groups

2012 · Tom Thomas, Pradeep Narayanan, et al. · Journal of Epidemiology & Community Health · 29

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Acceptance sampling plans by variables for a class of symmetric distributions

1997 · R. P. Suresh, T. V. Ramanathan · Communications in Statistics - Simulation and Computation · 25

Integer autoregressive models with structural breaks

2013 · Akanksha S. Kashikar, Neelabh Rohan, et al. · Journal of Applied Statistics · 20

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

2012 · Pradeep Narayanan, K Moulasha, et al. · Journal of Epidemiology & Community Health · 20

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Parametric and non-parametric estimation of value-at-risk

2009 · Deepak Jadhav, T. V. Ramanathan · The Journal of Risk Model Validation · 20

Modified expected shortfall: a new robust coherent risk measure

2013 · Deepak Jadhav, T. V. Ramanathan, et al. · The Journal of Risk · 18

Order Selection in Arma Models Using the Focused Information Criterion

2011 · Neelabh Rohan, T. V. Ramanathan · Australian & New Zealand Journal of Statistics · 17

Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model

2017 · Manik Awale, N. Balakrishna, et al. · Statistical Papers · 15

Modified Estimators of the Expected Shortfall

2009 · Deepak Jadhav, T.V. Ramanathan, et al. · Journal of Emerging Market Finance · 13

A comparison of the technical efficiencies of health districts and hospitals in Botswana

2003 · Thekke V Ramanathan, Koni Suresh Chandra, et al. · Development Southern Africa · 13

On the time series analysis of resistive switching devices

2024 · Parth S. Thorat, Dhananjay D. Kumbhar, et al. · Microelectronic Engineering · 12

Coherent Forecasting in Integer-Valued AR(1) Models with Geometric Marginals

2021 · Manik Awale, T. V. Ramanathan, et al. · Journal of Data Science · 12

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Rank tests for testing randomness of a regression coefficient in a linear regression model

1992 · T. V. Ramanathan, M. B. Rajarshi · Metrika · 10

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

2021 · Radhika A. CHIPADE, Thekke Variyam RAMANATHAN · Contributions to Geophysics and Geodesy · 7

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Asymmetric Volatility Models with Structural Breaks

2012 · Neelabh Rohan, T. V. Ramanathan · Communications in Statistics - Simulation and Computation · 7

Portfolio optimization based on modified expected shortfall

2019 · Deepak Jadhav, T.V. Ramanathan · Studies in Economics and Finance · 6

Nonstationary autoregressive conditional duration models

2017 · Anuj Mishra, Thekke Variyam Ramanathan · Studies in Nonlinear Dynamics and Econometrics · 6

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On the distribution of shrinkage parameters of Liu-type estimators

2009 · M. I. Alheety, T. V. Ramanathan, et al. · Brazilian Journal of Probability and Statistics · 6

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Nonparametric Capability Indices

2003 · T. V. Ramanathan, A. D. Dharmadhikari, et al. · Economic Quality Control · 6

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

2021 · Houmera Bibi Sabera Nunkoo, Preethee Nunkoo Gonpot, et al. · Studies in Economics and Finance · 5

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

2021 · Manik Awale, Akanksha S. Kashikar, et al. · Communications in Statistics - Simulation and Computation · 5

The robust focused information criterion for strong mixing stochastic processes with $$\mathscr {L}^{2}$$-differentiable parametric densities

2020 · S. C. Pandhare, T. V. Ramanathan · Statistical Inference for Stochastic Processes · 5

Works count: 55

Citation count: 462

H-index: 13

I10-index: 16