Gopal Krishna Basak

Available identifiers

zbMath Open basak.gopal-krishnaMaRDI QIDQ1735976

List of research outcomes

Publication	Date of Publication	Type
Coupled dynamics with an external system and application to international finance	2022-07-20	Paper
Weak convergence of dynamical systems in two timescales	2020-10-07	Paper
Bayesian optimum stopping rule for software release	2019-03-29	Paper
Relative Efficiency of Higher Normed Estimators Over the Least Squares Estimator	2019-03-19	Paper
Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights	2018-09-04	Paper
Langevin type limiting processes for adaptive MCMC	2016-12-13	Paper
A mean-reverting stochastic model for the political business cycle	2016-04-01	Paper
Snakes and perturbed random walks	2014-04-16	Paper
Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable	2013-05-24	Paper
Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions	2013-04-25	Paper
An Ornstein-Uhlenbeck process associated to self-normalized sums	2013-02-01	Paper
Diffusive Limits for Adaptive MCMC for Normal Target densities	2013-01-17	Paper
Influence of big traders on the stock market: theory and simulation	2012-12-04	Paper
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios	2012-03-01	Paper
Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market	2011-04-19	Paper
Equilibrium and stability of a stock market game with big traders	2010-11-30	Paper
https://portal.mardi4nfdi.de/entity/Q3606280	2009-02-26	Paper
Central limit theorems for a class of irreducible multicolor urn models	2008-01-22	Paper
Central and functional central limit theorems for a class of urn models	2007-02-14	Paper
A functional central limit theorem for a class of urn models	2006-01-23	Paper
Stationarity of Switching VAR and Other Related Models	2005-07-13	Paper
Level-crossing probabilities and first-passage times for linear processes	2004-09-24	Paper
Stabilization of dynamical systems by adding a colored noise	2002-07-21	Paper
A direct test for the mean variance efficiency of a portfolio.	2002-07-15	Paper
https://portal.mardi4nfdi.de/entity/Q2736797	2001-09-11	Paper
Stability of degenerate diffusions with state-dependent switching	2000-07-05	Paper
Limit theorems for random degenerate diffusions	1998-11-01	Paper
Weak convergence of recursions	1998-03-29	Paper
Controlled random degenerate diffusions under long-run average cost	1997-09-17	Paper
Ergodic control of degenerate diffusions	1997-04-16	Paper
Stability of a random diffusion with linear drift	1997-02-25	Paper
https://portal.mardi4nfdi.de/entity/Q4018647	1993-01-16	Paper
A class of limit theorems for singular diffusions	1992-06-28	Paper
Stability in distribution for a class of singular diffusions	1992-06-28	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Gopal Krishna Basak