Faculty profile

Aerambamoorthy Thavaneswaran

ResearcherStatisticsUniversity of Manitoba

This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a University of Manitoba directory, so their publications, courses and email address may be missing. Find their university profile.

Signals and details

Research

Combined Bayesian Estimating Functions Data-driven Volatility Forecasting Models and Applications Forecasting/Filtering for Infinite Variance Models Generalized Combined Estimating Functions Inference for Generalzed Count Time Series Models Regularized Estimating Functions Regularized Estimating Functions for Stochastic Processes Regularized Filtering

Latest funding

Inference for Stochastic Processes and Applications
NSERC · 2020 · Principal investigator
$72,000
Inference for Stochastic Processes and Applications
NSERC · 2014 · Principal investigator
$55,000
Computational Resources for Statistical Research
NSERC · 2012 · Co-investigator
$31,013

All 11 grants and awards

Inference for Stochastic Processes and Applications

Principal investigatorNSERC2020Discovery Grants Program - Individual

Principal investigators: Thavaneswaran, Aerambamoorthy

Keywords: Combined Bayesian Estimating Functions; Data-driven Volatility Forecasting Models and Applications; Forecasting/Filtering for Infinite Variance Models; Generalized Combined Estimating Functions; Inference for Generalzed Count Time Series Models; Regularized Estimating Functions; Regularized Estimating Functions for Stochastic Processes; Regularized Filtering; Regularized Risk Forecasts; Regularized zero inflated Count Time Series Models

$72,000

Inference for Stochastic Processes and Applications

Principal investigatorNSERC2014Discovery Grants Program - Individual

Principal investigators: Thavaneswaran, Aerambamoorthy

$55,000

Computational Resources for Statistical Research

Co-investigatorNSERC2012Research Tools and Instruments - Category 1 (<$150,000)

Principal investigators: Leblanc, Alexandre

$31,013

Inference for stochastic processes and applications

Principal investigatorNSERC2009Discovery Grants Program - Individual

Principal investigators: Thavaneswaran, Aerambamoorthy

$75,000

Inference for stochastic processes and applications

Principal investigatorNSERC2007Discovery Grants Program - Individual

Principal investigators: Thavaneswaran, Aerambamoorthy

$14,000

Recursive forecasts with structural change/survival analysis with correlated data

Principal investigatorNSERC2003Discovery Grants Program - Individual

Principal investigators: Thavaneswaran, Aerambamoorthy

$58,000

Nonlinear prediction for stochastic volatility models/filtering via estimating functions

Principal investigatorNSERC1999Discovery Grants Program - Individual

Principal investigators: Thavaneswaran, Aerambamoorthy

$58,800

UNIX server/workstations

Co-investigatorNSERC1997Research Tools and Instruments - Category 1 (<$150,000)

Principal investigators: Spiring, Frederick

$12,488

Inference for stochastic processes with long range dependence, recursive estimation for some non-linear non-gaussian processes

Principal investigatorNSERC1995Discovery Grants Program - Individual

Principal investigators: Thavaneswaran, Aerambamoorthy

$49,200

Inference for stochastic processes with infinite variance nonparametric estimation for trend in large numbers of small samples

Principal investigatorNSERC1992Discovery Grants Program - Individual

Principal investigators: Thavaneswaran, Aerambamoorthy

$24,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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