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Jaya Bishwal
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Year
Parameter estimation in stochastic differential equations
JPN Bishwal
Springer, 2007
3582007
Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling
JPN Bishwal
Fractional Calculus and Applied Analysis 14, 375-410, 2011
332011
Sequential maximum likelihood estimation for reflected Ornstein–Uhlenbeck processes
C Lee, JPN Bishwal, MH Lee
Journal of Statistical Planning and Inference 142 (5), 1234-1242, 2012
312012
Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process
JPN Bishwal, A Bose
Computers & Mathematics with Applications 42 (1-2), 23-38, 2001
302001
Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process
JPN Bishwal
Sankhyā: The Indian Journal of Statistics, Series A, 1-10, 2000
302000
Parameter estimation in stochastic volatility models
JPN Bishwal
Springer Nature, 2022
252022
Estimation in interacting diffusions: Continuous and discrete sampling
JPN Bishwal
Applied Mathematics 2 (9), 1154-1158, 2011
242011
Large deviations in testing fractional Ornstein–Uhlenbeck models
JPN Bishwal
Statistics & probability letters 78 (8), 953-962, 2008
232008
Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process
JPN Bishwal
Walter de Gruyter, Berlin/New York 8 (1), 51-70, 2000
232000
Bayes and sequential estimation in Hilbert space valued stochastic differential equations
JPN Bishwal
Journal of the Korean Statistical Society 28 (1), 93-106, 1999
201999
Approximate maximum likelihood estimation for diffusion processes from discrete observations
MN Mishra, JPN Bishwal
Stochastics: An International Journal of Probability and Stochastic …, 1995
191995
The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs
JPN Bishwal
Journal of the Australian Mathematical Society 72 (2), 287-298, 2002
182002
Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein–Uhlenbeck process
JPN Bishwal
Statistics & probability letters 76 (13), 1397-1409, 2006
172006
Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations
JPN Bishwal
Statistics & probability letters 43 (2), 207-215, 1999
171999
Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
JPN Bishwal
Journal of Mathematical Finance 1 (3), 58, 2011
152011
Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein–Uhlenbeck process
JPN Bishwal
Methodology and Computing in Applied Probability 12, 323-334, 2010
142010
A new estimating function for discretely sampled diffusions
JPN Bishwal
Walter de Gruyter 15 (1), 65-88, 2007
142007
Speed of convergence of the maximum likelihood estimator in the Ornstein-Uhlenbeck process
JPN Bishwal, A Bose
Calcutta Statistical Association Bulletin 45 (3-4), 245-252, 1995
131995
Maximum likelihood estimation in partially observed stochastic differential system driven by a fractional Brownian motion
JPN Bishwal
Taylor & Francis Group 21 (5), 995-1007, 2003
112003
Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein–Uhlenbeck process using random normings
JPN Bishwal
Statistics & probability letters 52 (4), 427-439, 2001
102001
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