Gopal K. Basak

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Person:1735976

Available identifiers

zbMath Open basak.gopal-krishnaMaRDI QIDQ1735976

List of research outcomes





PublicationDate of PublicationType
Coupled dynamics with an external system and application to international finance2022-07-20Paper
Weak convergence of dynamical systems in two timescales2020-10-07Paper
Bayesian optimum stopping rule for software release2019-03-29Paper
Relative Efficiency of Higher Normed Estimators Over the Least Squares Estimator2019-03-19Paper
Intercept homogeneity test for fixed effect models under cross-sectional dependence: some insights2018-09-04Paper
Langevin type limiting processes for adaptive MCMC2016-12-13Paper
A mean-reverting stochastic model for the political business cycle2016-04-01Paper
Snakes and perturbed random walks2014-04-16Paper
Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable2013-05-24Paper
Process convergence of self-normalized sums of i.i.d. random variables coming from domain of attraction of stable distributions2013-04-25Paper
An Ornstein-Uhlenbeck process associated to self-normalized sums2013-02-01Paper
Diffusive Limits for Adaptive MCMC for Normal Target densities2013-01-17Paper
Influence of big traders on the stock market: theory and simulation2012-12-04Paper
Jackknife Estimator for Tracking Error Variance of Optimal Portfolios2012-03-01Paper
Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market2011-04-19Paper
Equilibrium and stability of a stock market game with big traders2010-11-30Paper
An urn model and the odds ratio-based design for clinical trials2009-02-26Paper
Central limit theorems for a class of irreducible multicolor urn models2008-01-22Paper
Central and functional central limit theorems for a class of urn models2007-02-14Paper
A functional central limit theorem for a class of urn models2006-01-23Paper
Stationarity of Switching VAR and Other Related Models2005-07-13Paper
Level-crossing probabilities and first-passage times for linear processes2004-09-24Paper
Stabilization of dynamical systems by adding a colored noise2002-07-21Paper
A direct test for the mean variance efficiency of a portfolio.2002-07-15Paper
Stability and functional limit theorems for random degenerate diffusions2001-09-11Paper
Stability of degenerate diffusions with state-dependent switching2000-07-05Paper
Limit theorems for random degenerate diffusions1998-11-01Paper
Weak convergence of recursions1998-03-29Paper
Controlled random degenerate diffusions under long-run average cost1997-09-17Paper
Ergodic control of degenerate diffusions1997-04-16Paper
Stability of a random diffusion with linear drift1997-02-25Paper
https://portal.mardi4nfdi.de/entity/Q40186471993-01-16Paper
Stability in distribution for a class of singular diffusions1992-06-28Paper
A class of limit theorems for singular diffusions1992-06-28Paper

Research outcomes over time

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