| Identification of Hotspots and Safe Zones of crime in Uttar Pradesh, India: Geo-spatial Analysis Approach SMNT Jitendra Kumar International Journal of Remote Sensing Application 2 (1), 10-14., 2012 | 16* | 2012 |
| Study of the trend pattern of COVID-19 using spline-based time series model: a Bayesian paradigm J Kumar, V Agiwal, CY Yau Japanese Journal of Statistics and Data Science 5 (1), 363-377, 2022 | 10 | 2022 |
| Bayesian unit root test for model with maintained trend A Chaturvedi, J Kumar Statistics & probability letters 74 (2), 109-115, 2005 | 9 | 2005 |
| Bayesian unit root test for time series models with structural breaks A Chaturvedi, J Kumar American Journal of Mathematical and Management Sciences 27 (1-2), 243-268, 2007 | 8 | 2007 |
| Statistical modeling of COVID-19 pandemic stages worldwide R Datta, PK Trivedi, A Kumawat, R Kumar, I Bhardwaj, N Kumari, V Agiwal, ... Preprints, 2020 | 7 | 2020 |
| Study the trend pattern in COVID-19 using spline-based time series model: a bayesian paradigm V Agiwal, J Kumar, YC Yip | 5 | 2020 |
| Bayesian estimation for threshold autoregressive model with multiple structural breaks V Agiwal, J Kumar Metron 78 (3), 361-382, 2020 | 4 | 2020 |
| Testing for unit root in the presence of stationary covariate: a Bayesian approach A Chaturvedi, J Kumar, A Kumar International Journal of Intelligent Technologies and Applied Statistics 10 …, 2017 | 4 | 2017 |
| Bayesian Analysis of A Stationary AR (1) Model and Outlier ASNT Jitendra Kumar Electronic Journal of Applied Statistical Analysis 7 (1), 107-117, 2014 | 4* | 2014 |
| Bayesian unit root test for time series models with structural break in variance R Kumar, J Kumar, A Chaturvedi Journal of Economics and Econometrics 55 (1), 75-86, 2012 | 4 | 2012 |
| Modeling and prediction of COVID-19 outbreak in India S Kumar, V Agiwal, A Kumar, J Kumar | 3 | 2020 |
| Bayesian estimation for fully shifted panel AR (1) time series model J Kumar, V Agiwal Thai Journal of Mathematics, 167-183, 2019 | 3 | 2019 |
| A Bayesian Inference of Multiple Structural Breaks in Mean and Error Variance in Panel AR (1) Model V Agiwal, J Kumar, DK Shangodoyin Transition in Statistics 7, 2018 | 3 | 2018 |
| Bayesian unit root test for panel AR (1) model with stationary covariate J Kumar, A Kumar, V Agiwal Int J StatEcon 19 (2), 48-60, 2018 | 3 | 2018 |
| Big data time series analysis: An approach with the size of the time series J Kumar, S Kumar International Journal of Advance Research in Computer Science and Software …, 2017 | 3 | 2017 |
| Bayesian inference of C-AR (1) time series model with structural break J Kumar, A Kumar, V Agiwal, DK Shangodoyin Afrika Statistika 12 (3), 1467-1479, 2017 | 3 | 2017 |
| Volatility modeling of cryptocurrency and identifying common GARCH model J Kumar, AK Jilowa, M Deokar Communications in Statistics: Case Studies, Data Analysis and Applications …, 2024 | 2 | 2024 |
| An Alternative Approach of Handling the Outlier A Case with Indian NPS JKS Kumar Journal of Data Science 18, 29-50, 2018 | 2 | 2018 |
| Bayesian unit root test for panel data J Kuma, U Afifa, A Chaturvedi EERI Research Paper Series, 2016 | 2 | 2016 |
| Big data for subsidy mechanism J Kumar SCHOLEDGE INTERNATIONAL JOURNAL OF BUSINESS POLICY & GOVERNANCE 2 (8), 2015 | 2 | 2015 |
Varun AgiwalAssistant Professor (Statistics)Verified email at iiphh.org
