Home > Statistics
Faculty Member Details

Staff Id : 12375
Name : Dr. P. ARUMUGAM
Designation : ASSISTANT PROFESSOR
Qualification : M.Sc.,M.Phil.,Ph.D.,
Specialization : Bayesian Inference, Stochastic Processes
Date of Birth : 16-07-1976
Date of Joining : 12-07-2006
Present Address Contact Number E-Mail Address
NO 375 SOUTH STREET
VAZHISOTHANAIPALAYAM & (P.O)
CUDDALORE - 607003,
7845288907
Research Guidance
Discipline Awarded Guidance
M.Phil./M.E./M.Sc. --
Ph.D. 00


Conference /Seminar / Symposia / Workshop
Conference Seminar Symposia Workshop
National International
Attended 413111
Conducted -----


Research Projects
Major Projects Minor Projects Total Amount (Rs.)
Completed ---
Ongoing ---
Teaching and Research Experience Industry Experience
12 Years -
Journals Conference Books Published Popular Article
National International National International
3 4 - 1 1 -

List of Publications - National
D. Venkatesan and P. Arumugam, "Structural changes in AR(1) Models:A Bayesian Mixture Approach.", Bulletin of Pure and applied Sciences, Volume 24E, Number 2, 2005, pp. 393-397. 2005.
D. Venkatesan and P. Arumugam, "Bayesian Analysis of Fractional Time Series Models.", Bulletin of Pure and applied Sciences, Volume 24E, Number 2, 2005, pp. 9-12. 2005.
D. Venkatesan and P. Arumugam, "On the Estimation of ARIMA (p, d, q) Model.", Bulletin of Pure and applied Sciences, Volume 24E, Number 2, 2005, pp. 289-295. 2005.
List of Publications - International
D. Venkatesan, P. Arumugam and M. Vijayakumar , "Bayesian Analysis of Change Point Problem in Autoregressive Model with Auto correlated Errors.", Int. J. Agricult. Stat. Sci., Volume 5, Number 1, Jun 2009, pp. 49-53. 2009.
D. Venkatesan, P. Arumugam, M. Vijayakumar and M Gallo , "Bayesian Analysis of Change Point Problem in Autoregressive Model: A Mixture Model Approach.", Statistica and Applications, Volume 11, Number 2, 2009, pp. 223-230. 2009.
D. Venkatesan and P.Arumugam , "Bayesian Analysis of Structural Changes in Autoregressive Models.", American Journal of Mathematical and Management Science, Volume 27, Number 1&2, 2007, pp. 153-162. 2007.
P.Arumugam, D.venkatesan, A.P.Gore and S.A.Pranjpe, "Forecasting Jowar Yield using Weather.", Int. J. Agricult. Stat. Sci., Volume 2, Number 2, 2006, pp. 311-317. 2006.
List of Conferences - International
D. Venkatesan, P. Arumugam and M. Vijayakumar, Bayesian Analysis of Change Point Problem in Autoregressive Model: A Mixture Model Approach, Proceeding of MTISD 2008- Methods, Models and Information Technologies for Decision Support System, Sep 18-20, 2008, Lecce, pp. 216-219. Universita del Salento, Lecce, Universita del Salento, Lecce.
List of Book Published
D. Venkatesan and P. Arumugam, A Bayesian Analysis of Changing Time series models, 99,66123 Saurbrucken, Germany: Lap Lambert Academic Publishing Gmbh & Co, KG, 978-3-8433-9367-6, pp. 1-136. Jan 2011, www.vdm-publishing-house.com.