Jaya P. N. Bishwal

Available identifiers

zbMath Open bishwal.jaya-p-nMaRDI QIDQ413384

List of research outcomes

Publication	Date of Publication	Type
Interest rate derivatives for the fractional Cox-Ingersoll-Ross model	2024-09-03	Paper
On the sieve estimator for fractional SPDEs from discrete observations	2024-05-17	Paper
Le Cam-Stratonovich-Boole theory for Itô diffusions	2023-07-07	Paper
Berry-Esseen inequalities for the fractional Black-Karasinski model of term structure of interest rates	2022-06-03	Paper
Parameter Estimation in Stochastic Volatility Models	2022-05-19	Paper
https://portal.mardi4nfdi.de/entity/Q5383139	2019-06-19	Paper
Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling	2013-10-21	Paper
Sufficiency and Rao-Blackwellization of Vasicek model	2012-07-16	Paper
Financial extremes: a short review	2012-05-21	Paper
Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes	2012-05-04	Paper
Stochastic moment problem and hedging of generalized Black-Scholes options	2011-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q3101950	2011-12-01	Paper
Sequential Monte Carlo methods for stochastic volatility models: a review	2011-06-22	Paper
https://portal.mardi4nfdi.de/entity/Q3004641	2011-06-03	Paper
https://portal.mardi4nfdi.de/entity/Q3077851	2011-02-22	Paper
Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process	2010-10-14	Paper
Maximum likelihood estimation in Skorohod stochastic differential equations	2010-04-13	Paper
Berry–Esseen inequalities for discretely observed diffusions	2010-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q3540677	2008-11-24	Paper
Large deviations in testing fractional Ornstein-Uhlenbeck models	2008-06-11	Paper
A new estimating function for discretely sampled diffusions	2007-12-16	Paper
Parameter estimation in stochastic differential equations.	2007-10-19	Paper
Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process	2006-08-04	Paper
Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion	2003-08-27	Paper
The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs	2002-10-23	Paper
Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings	2002-07-02	Paper
Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process	2001-11-12	Paper
Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process	2001-09-11	Paper
Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process	2000-10-11	Paper
Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations	2000-05-25	Paper
Speed of Convergence of the Maximum Likelihood Estimator in the Ornstein-Uhlenbeck Process	1999-04-26	Paper
Approximate maximum likelihood estimation for diffusion processes from discrete observations	1997-06-03	Paper

Research outcomes over time

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