Publications

Publications

Peer-reviewed work, in reverse chronological order. Full list available on Google Scholar.

68 papers 565 citations h-index 14
0 results ·

2026

2026
Wavelet Based Models for Analyzing Periodic Time Series.
Rhea Davis and Balakrishna, N · Sankhya B: https://doi.org/10.1007/s13571-026-00406-1.
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2025

2025
Stochastic Volatility Models with Correlated Innovations.
Balakrishna, N. and Pokhriyal, H · Sankhya B: https://doi.org/10.1007/s13571-025-00389-5.
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2025
Modeling extreme events in the presence of inliers: a mixture approach.
Shivshankar Nila, Ishapathik Das and N. Balakrishna · Journal of Applied Statistics. https://doi.org/10.1080/02664763.2025.2606244.
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2025
Parsimonious modeling of periodic time series using Fourier and wavelet techniques.
Rhea Davis and N. Balakrishna · Japanese Journal of Statistics and Data Science https://doi.org/10.1007/s42081-025-00321-1.
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2025
Coherent forecasting of No-GeAR(1) model.
Divya Andrews Kuttenchalil and Balakrishna, N · Journal of Indian Society for Probability and Statistics, 26:87–111.
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2024

2024
Zero-modified count time series with Markovian intensities.
Balakrishna, N., Mohammed Anvar, P. and Bovas Abraham · Journal of Statistical Planning and Inference, Vol.229, March 2024.
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2023

2023
An analog of the Bickel-Rosenblatt test for error density in the linear regression model.
Fuxia Cheng, Hira L. Koul, Nao Mimoto and Narayana Balakrishna · Chapter 11, in Statistical Inference for Time Series and Related Models. Edited volume in honor of Prof. Taniguchi. August 2023.
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2023
A novel geometric AR(1) model and its estimation.
Divya Andrews Kuttenchalil and Balakrishna, N. · Journal of Statistical Computation and Simulation. VOL. 93, NO. 16, 2906–2935, doi.org/10.1080/00949655.2023.2213794
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2023
Estimating function method for nonnegative autoregressive models.
Hariprasad, E. and Balakrishna, N. · Accepted in Statistica Neerlandica,March 2023, DOI: 10.1111/stan.12294
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2023
A class of Minimum Distance Estimators in Markovian Multiplicative Error Models.
Koul, H. L., Perera, I. and Balakrishna, N · Sankhya, Series B, Vol. 85, 87-115, May 2023. https://doi.org/10.1007/s13571-021-00274-x
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2023
Autoregressive inverse Gaussian process and the stochastic volatility modeling.
Sujith, P. and Balakrishna, N · Communications in Statistics - Theory and Methods, Vol. 52, 10, 3574-3580. https://doi.org/10.1080/03610926.2021.1977324, October 2023.
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2023
Testing for measurem- ent error in regression with autoregressive innovations.
Pokhriyal, H. and N.Balakrishna · Communications in Statistics – Simulation and Computation. Vol. 52, 5, 1834-1848. https://doi.org/10.1080/03610918.2021.1891430, May 2023.
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2022

2022
Modelling of Cointegration with Student’s t-errors.
Nimitha John and Balakrishna, N · Journal of Mathematics and Statistics, 10(1): 233-245. January 2022.
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2021

2021
Orthogonally blocked second order response surface designs under auto-correlated errors.
Joshy, C.G., N Balakrishna · Journal of Indian Society for Agricultural Statistics. 75(2), 169–174.
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2020

2020
Lack-of-fit of a parametric measurement error AR(1) model.
N. Balakrishna , Jiwoong Kim and Hira L. Koul · Statistics and Probability Letters, Vol. 166. Online: https://doi.org/10.1016/j.spl.2020.108872.
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2019

2019
Bootstrap prediction intervals for autoregressive conditional duration models.
Pokhriyal, H. and N. Balakrishna · Journal of Statistical Computation and Simulation. 89, 2930-2950.
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2019
Stochastic volatility generated by product autoregressive models.
Mohammed Anvar, P. and N. Balakrishna and B. Abraham · Stat, Vol. 8, No. 1. https://doi.org/10.1002/sta4.232.
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2019
Modelling of Stochastic Volatility using Birnbaum-Saunders Markov sequence.
Balakrishna, N. and Rahul, T · Statistics and Applications, 17, 105-120.
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2019
Fitting a pth order parametric generalized linear autoregressive multiplicative error model.
N. Balakrishna, H. L. Koul, M. Ossiander and L. Sakhanenko · Sankhya, B.Vol.81-B, 103-122.
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2019
Copula based bivariate cointegration model.
Nimitha John and Balakrishna, N · Calcutta Statistical Association Bulletin, Vol. 71, 21-39.
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2019
Bayesian Analysis of Inverse Gaussian Stochastic Conditional Duration Models.
Sri Ranganath, C. G. and N. Balakrishna · Journal of Statistical Theory and Applications, 18(4), 375-386.
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2019
Testing the constancy of the thinning parameter in a random coefficient integer autoregressive model.
Manik Awale, N. Balakrishna and T. V. Ramanathan · Statistical Papers, 60, 1515-1539.
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2018

2018
Local polynomial regression estimation of trawl size-sensitivity parameters using genetic algorithm
Joshy, C. G., N Balakrishna and V. R. Madhu · Indian Journal of Fisheries. 65(3), 25-32.
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2018
Accelerated Shelf Life Prediction Models with Correlated Error for Bio-chemical and Sensory Responses of Chill Stored Fish.
Joshy, C.G., N Balakrishna, George Ninan and C.N. Ravishankar · Journal of Indian Society for Agricultural Statistics. 72(2), 129–140.
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2018
Some Weighted mixed portmanteau tests for diagnostic checking in linear time series models.
Mohammed Anvar, P. and N. Balakrishna · Journal of Statistical Computation and Simulation. 88, No. 15, 3000–3017.
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2018
Time Series with Birnbaum-Saunders Marginal Distributions.
T. Rahul, N. Balakrishnan and N. Balakrishna · Applied Stochastic Modelling in Business and Industry. 34, 562–581.
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2018
Unit root and co-integration with logistic innovations.
Nimitha John and Balakrishna, N · Jr. of Ind. Society for Agr. Stat. 72(1) 2018 39–48.
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2018
Analysis of autoregressive models with symmetric stable innovations.
Balakrishna, N. and G. Hareesh · Statistics, 57(2), 288-302.
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2018
Co-integration models with non Gaussian-GARCH innovations.
Nimitha John and Balakrishna, N · METRON, 76(1), 83-98.
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2018
Nonparametric Estimation of the Limiting Interval Reliability for Stationary Dependent Sequences.
Angel Mathew nd N. Balakrishn · Journal of Mathematics and Statistical Science, 45-53.
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2017

2017
Varying Kernel Marginal Density Estimator for a Positive Time Series.
Balakrishna, N. and Hira L. Koul · Journal of Nonparametric Statistics, Vol. 29 (3), 531-552, 2017.
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2017
Blocking first order response surface designs with interaction under correlated error.
Joshy, C. G. and Balakrishna, N · Model Assisted Statistics and Applications 12 179–191.
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2017
Non-parametric regression estimation of growth rate of India’s fish production an export.
Joshy, C. G., Balakrishna, N. and Ravishankar, C. N · Fishery Technology, 54, 128 – 136.
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2017
A mixed stationary autoregressive model with exponential marginals.
Bozidar V. Popovic, Miroslav M. Ristic and N. Balakrishna · Statistical Papers , 58, 1125 – 1148.
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2017
Estimating function method for product autoregressive models.
N. Balakrishna and P. Mohammed Anvar · Comm. in Statistics – Simula and Comp. Vol. 46, 3962 – 3979.
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2016

2016
SARIMA models for Forecasting call volume in Emergency Services.
E. V. Gijo and N. Balakrishna · Inter. Jour. of Business Excellence., Vol.10, N0.4, 545-561.
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2015

2015
ARMA models with generalized error distributed innovations.
N. Balakrishna and C. G. Sri Ranganath · Journal of Indian Statistical association, 53, 11-34.
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2014

2014
On a class of Bivariate Exponential Distributions.
N. Balakrishna and K. Shiji · Statistics and Probability letters, 85, 153 – 160.
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2014
Nonparametric Estimation of the Interval Reliability.
Angel Mathew and N. Balakrishna · Journal of Statistical Theory and Applications, Vol.13,356-366.
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2014
Stochastic Volatility Models Generated by Gumbel extreme value Autoregressive model.
N. Balakrishna and K. Shiji · Journal of Indian Statistical Association, 52, 1, 45-64.
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2014
Extreme Value Autoregressive Model and its applications.
N. Balakrishna and K. Shiji · Journal of Statistical Theory and Practice,8, 460 – 481.
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2014
Inverse Gaussian Distribution for modelling conditional durations in Finance.
N. Balakrishna and T. Rahul · Communications in Statistics, Simulation and Computation, 43, 476 – 486.
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2012

2012
Product Autoregressive Models for non-negative variables.
B. Abraham and N. Balakrishna · Statistics and Probability Letters, Vol. 82, 1530 – 1537.
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2012
Development of Product Autoregressive Models.
N. Balakrishna and A. J. Lawrance · Jr. of Indian Statistical Association, Vol.50, page 1-20.
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2012
Sequential Interval Estimation of the Limiting Interval Availability for a Bivariate Stationary Dependent Sequence.
N. Balakrishna and Angel Mathew · Statistics, 46(2), 185 – 196.
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2011

2011
Stable Autoregressive Models and Signal Estimation.
N. Balakrishna and G. Hareesh · Comm. in Statistics – Theory and Methods, 41, 11, 1969 – 1988.
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2011
Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes.
Bei Chen, Yulia R. Gel, N. Balaklrishna and Bovas Abraham · Journal of Forecasting,30, 51-71.
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2010

2010
MarkovianWeibull sequence generated by product autoregressive models and its statistical analysis.
N. Balakrishna and K. Shiji · Journal of Indian Society for Probability and Statistics, vol. 12, 53-67.
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2009

2009
Statistical Signal Extraction Using Stable Processes.
N. Balakrishna and G. Hareesh · Statistics and Probability Letters, 79, 851 – 856.
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2009
Non-parametric estimation of the average availability.
N. Balakrishna and Angel Mathew · Commun. Staist. -Theory & Meth., 38, 1207-1218.
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2008

2008
Statistical Effects from Discretizing Chaos
A. J. Lawrance and N. Balakrishna · International Journal of Bifurcation and Chaos, 18 (11), 3207 – 3219.
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2006

2006
Gamma Stochastic Volatility models.
B. Abraham, N. Balakrishna and R. Sivakumar · Journal of Forecasting, 25, 153-171.
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2003

2003
Cauchy Autoregressive process and its Applications
N. Balakrishna and C. K. Nampoothiri · Jour. Ind. Statist. Ass., 41(2), 143-156.
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2003
Parameter estimation in Minification processes.
N. Balakrishna and T. M. Jacob · Communications in Statistics, Theory & Methods, 32(11), 2139-2152.
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2001

2001
Statistical Aspects of Chaotic Maps with Negative Dependency in a Communications Setting
A. J. Lawrance and N. Balakrishna · Journal of Royal Statistical Society, Series B, 63, 843-853.
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2000

2000
Estimation of Limiting availability for a stationary bivariate process
B. Abraham and N. Balakrishna · Journal of Applied Probability, 37,696-704.
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1999

1999
Threshold autoregressive model for a time series data.
C. K. Nampoothiri and N. Balakrishna · Jour. of Indian Soc. for Agri. Stat., 53(2), 151-160.
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1999
Non-Gaussian Time Series: A Review
N. Balakrishna · Stati. Meth, 1, 83-95
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1999
Inverse Gaussian autoregressive models.
B. Abraham and N. Balakrishna · Journal of Time Series Analysis, 20, 6, 605-618.
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1998

1998
Estimation for semi-Pareto processes.
N. Balakrishna · Communications in Statistics – Theory & Methods, 27, 9, 2307-2323, 1998.
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1998
Sequential estimation of the mean of a first order random coefficient autoregressive process.
N. Balakrishna and T. M. Jacob · Journal of Indian Statistical Association, 36, 141-155, 1998.
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1998
Sequential Estimation of the autoregressive parameter in a first order random coefficient AR process.
N. Balakrishna and T. M. Jacob · East Journal of Theoretical statistics, 1, 1-14.
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1997

1997
Bivariate semi-Pareto distributions and processes
N. Balakrishna and K. Jayakumar · Statistical papers, 38, 149-165
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1996

1996
Bivariate autoregressive minification processes
N. Balakrishna and K. Jayakumar · Journal of Applied Statistical Sciences, 5, 129-14.
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1995

1995
Characterizations of Moran’s bivariate exponential model by geometric compounding
N. Balakrishna and N. Unnikrishnan Nair · Journal of Indian Society for Probability and Statistics, 3, 17-26.
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1992

1992
Markovian Chi-square and Gamma processes.
S. R. Adke and N. Balakrishna · Statistics & Probability Letters, 15, 349-356.
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1992
Estimation of the mean of some stationary Markov sequences.
S. R. Adke and N. Balakrishna · Communications in Statistics – Theory & Methods, 21, 137-159.
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1992
Renewal counting Process induced by a discrete Markov chain.
S. R. Adke and N. Balakrishna · Australian Journal of Statistics, 34, 115-121.
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