Dr. Balakrishna, N. joined as Professor of Statistics in the Department of Mathematics and Statistics, IIT Tirupati in July 2023 after his superannuation from Cochin University of Science and Technology (CUSAT). He was a Senior Professor of Statistics, Dean, Faculty of Science and Director of International Relations at CUSAT prior to joining the IIT Tirupati. His research area is Time series and guided 11 scholars for their PhD. He has also worked as Visiting Professor at Michigan State University, USA, University of Waterloo, Canada and University of Helsinki, Finland.

Time series analysis

Google Scholar

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https://scholar.google.com/citations?user=YSYFdIYAAAAJ

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

Divya Andrews Kuttenchalil and Balakrishna, N. (2024). Coherent forecasting of NoGeAR(1) model. Accepted in Journal of Indian Society for Probability and Statistics

Koul, H. L., Perera, I. and Balakrishna, N. (2023). A class of Minimum Distance Estimators in Markovian Multiplicative Error Models. Sankhya, Series B, Vol. 85, 87-115.

Hariprasad, E. and Balakrishna, N. (2023). Estimating function method for nonnegative autoregressive models, Accepted in Statistica Neerlandica, March 2023, DOI: 10.1111/stan.12294

Divya Andrews Kuttenchalil and Balakrishna, N. (2023). A novel geometric AR(1) model and its estimation. Journal of Statistical Computation and Simulation. VOL. 93, NO. 16, 2906–2935

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

Mohammed Anvar, P. and N. Balakrishna and B. Abraham. (2019). Stochastic volatility generated by product autoregressive models. Stat, Vol. 8, No. 1. https://doi.org/10.1002/sta4.232

N. Balakrishna, H. L. Koul, M. Ossiander and L. Sakhanenko. (2019). Fitting a pth order parametric generalized linear autoregressive multiplicative error model. Sankhya, B.Vol. 81-B, 103-122.

Nimitha John and Balakrishna, N. (2018). Co-integration models with non Gaussian- GARCH innovations. METRON, 76(1), 83-98.

Balakrishna, N. and G. Hareesh. (2018). Analysis of autoregressive models with symmetric stable innovations, Statistics , 57(2), 288-302.

Balakrishna, N. and Hira L. Koul. (2017). Varying Kernel Marginal Density Estimator for a Positive Time Series. Journal of Nonparametric Statistics , Vol. 29 (3), 531-552.

Prof. Dr. N BALAKRISHNA , nil, Non-Gaussian Autoregressive-type Time Series, Springer Nature, 2021 , ISBN : 978-981-16-8161-5

Communications in Statistics: Theory & Methods (Taylor & Francis))

Communications in Statistics: Simulation & Computations (Taylor & Francis)

Scandinavian Journal of Statistics (Wiley)

Journal of the Indian Society for Probability and Statistics (Springer)

Commonwealth Post Doctoral Fellowship from Association of Commonwealth Universities, London., in the year 1999 - 2000.

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

Fellow of Indian Society for Probability and Statistics, in the year 2024

Elected Member from International Statistical Institute, Netherlands, since 2006

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)