Gopal K. 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
An urn model and the odds ratio-based design for clinical trials	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
Stability and functional limit theorems for random degenerate diffusions	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
Stability in distribution for a class of singular diffusions	1992-06-28	Paper
A class of limit theorems for singular diffusions	1992-06-28	Paper

Research outcomes over time

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