Kerala, India 678 001

Department of Statistics


Even though the department is not recognised as a research center, the faculty members are actively involved in research activities. The primary area of research of Dr Muhammed Anvar P is modelling and analysis of financial time series analysis where the statistical properties of financial asset returns are studied. Time series analysis based on Non Linear and Non Gaussian models are becoming increasingly used by practitioners. The accurate use of such models to volatility modeling and prediction is the most important aspect of financial time series. Development of advanced statistical models suitable for stochastic volatility is the current research of the faculty. In addition, the inference procedures for the above models based on the more advanced estimating function theory are also introduced. Despite the availability of a plethora of models for continuous time series, there are only sparse studies devoted to count time series. In fact, the study of law of low counts and zero inflated counts attracts special attention. To model the patterns in such special count time series, the class of count time series models with Markovian intensity process is the best candidate. We are working on this topic with research collaboration with Prof. Dr. N Balakrishna, Cochin University of Science and Technology, Kochi and Prof. Dr. Bovas Abraham, University of Waterloo, Canada.

In the last few years, the faculties did their post doctoral fellowship at Indian Institute of Science, Bengaluru and IIT Bombay along with research collaborations with eminent faculties in universities abroad. Dr Princy T (now transferred) were actively engaged the collaborative research activities with Prof. Dr A M Mathai, McGill University, Canada.

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Govt. Victoria College

Kerala, India
PIN 678001


0491 257 6773

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