[1] Thavaneswaran, A.; Heyde, C. C. A note on filtering for long memory processes. Stable non-gaussian models in finance and econometrics. Math.

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1 [1] Thavaneswaran, A.; Heyde, C. C. A note on filtering for long memory processes. Stable non-gaussian models in finance and econometrics. Math. Comput. Modelling 34 (2001), no. 9-11, [2] Peiris, M. Shelton; Thavaneswaran, A. Multivariate stable ARMA processes with time dependent coefficients. Metrika 54 (2001), no. 2, [3] Thompson, M. E.; Thavaneswaran, A. Filtering via estimating functions. Appl. Math. Lett. 12 (1999), no. 5, [4] Thavaneswaran, A.; Heyde, C. C. Prediction via estimating functions. J. Statist. Plann. Inference 77 (1999), no. 1, [5] Singh, J.; Ordoukhani, N.; Thavaneswaran, A. A note on optimal smoothers for semimartingales. Frontiers in probability and statistics (Calcutta, 1994/1995), [6] Thavaneswaran, A.; Macpherson, B. D.; Abraham, B. An application of filtering to statistical process control. Quality improvement through statistical methods (Cochin, 1996), , Stat. Ind. Technol., Birkhäuser Boston, Boston, MA, [7] Thavaneswaran, A.; Peiris, Shelton Hypothesis testing for some time-series models: a power comparison. Statist. Probab. Lett. 38 (1998), no. 2, [8] Ordoukhani, N.; Thavaneswaran, A.; Samanta, M. Recursive estimation for some nonstationary processes. Calcutta Statist. Assoc. Bull. 46 (1996), no , [9] Thavaneswaran, A.; Peiris, Shelton Nonparametric estimation for some nonlinear models. Statist. Probab. Lett. 28 (1996), no. 3,

2 [10] Thavaneswaran, A.; Abraham, B. A note on model reference adaptive system (MRAS) estimate with infinite variance. Statist. Neerlandica 48 (1994), no. 3, [11] Thavaneswaran, A.; Singh, Jagbir A note on smoothed estimating functions. Ann. Inst. Statist. Math. 45 (1993), no. 4, [12] Thavaneswaran, A.; Samanta, M. A note on smoothed estimate of counting process intensities. Sankhy\=a Ser. A 54 (1992), no. 3, [13] Nassiuma, D. K.; Thavaneswaran, A. Smoothed estimates for nonlinear time series models with irregular data. Comm. Statist. Theory Methods 21 (1992), no. 8, [14] Ratnasabapathi, D.; Thavaneswaran, A.; Singh, Jagbir Optimal estimation of polynomial hazard functions. Comm. Statist. Theory Methods 21 (1992), no. 8, [15] Ordoukhani, N.; Thavaneswaran, A. Convergence analysis of parametric identification methods for jump processes. Comm. Statist. Theory Methods 20 (1991), no. 5-6, [16] Thavaneswaran, A.; Abraham, Bovas Estimation of multivariate nonlinear time series models. J. Statist. Plann. Inference 29 (1991), no. 3, [17] Abraham, Bovas; Thavaneswaran, A. A nonlinear time series model and estimation of missing observations. Ann. Inst. Statist. Math. 43 (1991), no. 3, [18] Thavaneswaran, A. Tests based on an optimal estimate. Estimating functions, , Oxford Statist. Sci. Ser., 7, Oxford Univ. Press, New York, [19] Thavaneswaran, A.; Samanta, M.; Ordoukhani, N. A note on recursive smoothers for semimartingales.

3 Comm. Statist. Theory Methods 20 (1991), no. 7, [20] Ordoukhani, Nasser; Thavaneswaran, A.; Samanta, M. Functional version of the delta method and its application. Comm. Statist. Theory Methods 20 (1991), no. 1, [21] Habib, M. K.; Thavaneswaran, A. Inference for stochastic neuronal models. Appl. Math. Comput. 39 (1990), no. 3, suppl., 183s--205s. [22] Thompson, M. E.; Thavaneswaran, A. Optimal nonparametric estimation for some semimartingale stochastic differential equations. Appl. Math. Comput. 39 (1990), no. 3, suppl., 123s--137s. [23] Samanta, M.; Thavaneswaran, A. Nonparametric estimation of the conditional mode. Comm. Statist. Theory Methods 19 (1990), no. 12, (1991). [24] Thompson, M. E.; Thavaneswaran, A. On Bayesian nonparametric estimation for stochastic processes. J. Statist. Plann. Inference 33 (1992), no. 1, [25] Habib, M. K.; Thavaneswaran, A. Inference for stochastic neuronal models. Appl. Math. Comput. 38 (1990), no. 1, part I, [26] Thavaneswaran, A.; Thompson, M. E. A criterion for filtering in semimartingale models. Stochastic Process. Appl. 28 (1988), no. 2, [27] Thavaneswaran, A.; Habib, M. K. Recursive parameter estimation for semimartingales. Internat. J. Systems Sci. 19 (1988), no. 9, [28] Thavaneswaran, A.; Unny, T. E. Algorithm for the exact likelihood of a counting process. Internat. J. Systems Sci. 18 (1987), no. 10, [29] Thavaneswaran, A. Smoothing signals for semimartingales. Stochastic Process. Appl. 28 (1988), no. 1,

4 [30] Thavaneswaran, A.; Abraham, B. Estimation for nonlinear time series models using estimating equations. J. Time Ser. Anal. 9 (1988), no. 1, [31] Thavaneswaran, A. Model reference adaptive system estimates for counting processes. Statist. Neerlandica 40 (1986), no. 1, [32] Thavaneswaran, A.; Thompson, M. E. Optimal estimation for semimartingales. J. Appl. Probab. 23 (1986), no. 2, [33] Alavi, A.; Thavaneswaran, A. Nonparametric estimators for censored correlated data. Comm. Statist. Theory Methods 31 (2002), no. 6, [34] Thavaneswaran, A.; Abraham, B.; Singh, Jagbir Recursive estimation for some biostatistical time series. International Conference on Statistics in the 21st Century (Orono, ME, 2000). Comm. Statist. Theory Methods 30 (2001), no. 11, [35] Thavaneswaran, A.; Peiris, S. Recursive estimation for regression with infinite variance fractional ARIMA noise. Stable non-gaussian models in finance and econometrics. Math. Comput. Modelling 34 (2001), no. 9-11, [36] Abraham, Bovas; Thavaneswaran, A.; Peiris, Shelton On the prediction for some nonlinear time series models using estimating functions. Selected Proceedings of the Symposium on Estimating Functions (Athens, GA, 1996), , IMS Lecture Notes Monogr. Ser., 32, Inst. Math. Statist., Hayward, CA, [37] Thavaneswaran, A.; Peiris, S. Inference for some time series models with random coefficients and infinite variance innovations. Math. Comput. Modelling 33 (2001), no. 8-9, [38] Thavaneswaran, A.; Peiris, S. Estimation for regression with infinite variance errors. Math. Comput. Modelling 29 (1999), no ,

5 [39] Samanta, M.; Thavaneswaran, A. On a test of independence in a multivariate exponential distribution. Quality improvement through statistical methods (Cochin, 1996), , Stat. Ind. Technol., Birkhäuser Boston, Boston, MA, [40] Habib, M. K.; Thavaneswaran, A. Optimal estimation for semimartingale neuronal models. J. Statist. Plann. Inference 33 (1992), no. 1, Accepted Papers in Peiris, M. S. and Thavaneswaran, A. (2003). A Note on Filtering for Some Time Series Models. (Journal of Time Series Analysis). 2. Peiris, M.S., Allen, D. and Thavaneswaran, A. (2003). Generalized MA Models and Applications. (Journal of Applied Statistical Science). 3. Thavaneswaran, A. and Peiris, M. S. (2003). Generalized Smoothed Estimating Functions for Nonlinear Time Series. (Statistics and Probability Letters). 4. Peiris, S., Thavaneswaran, A., Allen, D., Mellor, R. (2003). Applications of Recursive Estimation Methods in Statistical Process Control. (Statistical Methods - Guest editor : Bovas Abraham).