Prakasa Rao, B. L. S. Nonparametric estimation of trend for SDEs driven by a Gaussian process. (English) Zbl 07897844 Commun. Stat., Theory Methods 53, No. 17, 6152-6159 (2024). MSC: 62G05 62M09 60G15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Commun. Stat., Theory Methods 53, No. 17, 6152--6159 (2024; Zbl 07897844) Full Text: DOI
Prakasa Rao, B. L. S. Minimum \(L_1\)-norm estimation for Ornstein-Uhlenbeck type process driven by a Gaussian process. (English) Zbl 07867681 Bull. Inf. Cybern. 56, No. 1, 1-9 (2024). MSC: 62-XX 68-XX PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Bull. Inf. Cybern. 56, No. 1, 1--9 (2024; Zbl 07867681) Full Text: DOI arXiv
Wu, Yi; Yu, Wei; Wang, Xuejun; Prakasa Rao, B. L. S. Weighted probability density estimator with updated bandwidths. (English) Zbl 07827330 J. Syst. Sci. Complex. 37, No. 2, 886-906 (2024). MSC: 62-XX PDFBibTeX XMLCite \textit{Y. Wu} et al., J. Syst. Sci. Complex. 37, No. 2, 886--906 (2024; Zbl 07827330) Full Text: DOI
Rao, B. L. S. Prakasa On a characterization of probability distribution based on maxima of independent or max-independent random variables. arXiv:2407.10111 Preprint, arXiv:2407.10111 [math.PR] (2024). MSC: 62E10 BibTeX Cite \textit{B. L. S. P. Rao}, ``On a characterization of probability distribution based on maxima of independent or max-independent random variables'', Preprint, arXiv:2407.10111 [math.PR] (2024) Full Text: arXiv OA License
Rao, B. L. S. Prakasa Estimation of bid and ask pricing for European option under mixed fractional Brownian motion environment with superimposed jumps. arXiv:2406.16373 Preprint, arXiv:2406.16373 [math.PR] (2024). MSC: 60G22 BibTeX Cite \textit{B. L. S. P. Rao}, ``Estimation of bid and ask pricing for European option under mixed fractional Brownian motion environment with superimposed jumps'', Preprint, arXiv:2406.16373 [math.PR] (2024) Full Text: arXiv OA License
Rao, B. L. S. Prakasa Nonparametric estimation of linear multiplier for processes driven by a bifractional Brownian motion. arXiv:2406.07889 Preprint, arXiv:2406.07889 [math.ST] (2024). MSC: 60G22 BibTeX Cite \textit{B. L. S. P. Rao}, ``Nonparametric estimation of linear multiplier for processes driven by a bifractional Brownian motion'', Preprint, arXiv:2406.07889 [math.ST] (2024) Full Text: arXiv OA License
Rao, B. L. S. Prakasa Maximal inequalities for bifractional Brownian motion. arXiv:2406.06944 Preprint, arXiv:2406.06944 [math.PR] (2024). MSC: 60G22 BibTeX Cite \textit{B. L. S. P. Rao}, ``Maximal inequalities for bifractional Brownian motion'', Preprint, arXiv:2406.06944 [math.PR] (2024) Full Text: arXiv OA License
Hadjikyriakou, Milto; Prakasa Rao, B. L. S. Maximal inequalities and convergence results on multidimensionally indexed demimartingales. (English) Zbl 1533.60024 J. Stat. Theory Pract. 17, No. 4, Paper No. 48, 34 p. (2023). Reviewer: Fraser Daly (Edinburgh) MSC: 60E15 60F15 60G42 60G48 PDFBibTeX XMLCite \textit{M. Hadjikyriakou} and \textit{B. L. S. Prakasa Rao}, J. Stat. Theory Pract. 17, No. 4, Paper No. 48, 34 p. (2023; Zbl 1533.60024) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Parametric estimation for stochastic parabolic equations driven by an infinite dimensional MFBM. (English) Zbl 07784624 Bull. Inf. Cybern. 55, No. 1, 1-8 (2023). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60G22 62F10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Bull. Inf. Cybern. 55, No. 1, 1--8 (2023; Zbl 07784624) Full Text: DOI
Mishra, M. N.; Prakasa Rao, B. L. S. Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion. (English) Zbl 07775334 Stochastic Anal. Appl. 41, No. 6, 1119-1135 (2023). MSC: 60G22 62M09 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 41, No. 6, 1119--1135 (2023; Zbl 07775334) Full Text: DOI
Prakasa Rao, B. L. S. Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects. (English) Zbl 07706269 Commun. Stat., Theory Methods 52, No. 11, 3816-3824 (2023). MSC: 60G22 62M09 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Commun. Stat., Theory Methods 52, No. 11, 3816--3824 (2023; Zbl 07706269) Full Text: DOI arXiv
Rao, B. L. S. Prakasa On some characterizations of probability distributions based on maxima or minima of some families of dependent random variables. arXiv:2312.04951 Preprint, arXiv:2312.04951 [math.PR] (2023). MSC: 62M10 BibTeX Cite \textit{B. L. S. P. Rao}, ``On some characterizations of probability distributions based on maxima or minima of some families of dependent random variables'', Preprint, arXiv:2312.04951 [math.PR] (2023) Full Text: arXiv OA License
Hadjikyriakou, Milto; Rao, B. L. S. Prakasa Discrete Gronwall inequalities for demimartingales. arXiv:2306.13386 Preprint, arXiv:2306.13386 [math.PR] (2023). BibTeX Cite \textit{M. Hadjikyriakou} and \textit{B. L. S. P. Rao}, ``Discrete Gronwall inequalities for demimartingales'', Preprint, arXiv:2306.13386 [math.PR] (2023) Full Text: arXiv OA License
Rao, B. L. S. Prakasa On the long range dependence of time-changed generalized mixed fractional Brownian motion. arXiv:2301.02787 Preprint, arXiv:2301.02787 [math.PR] (2023). MSC: 60G22 BibTeX Cite \textit{B. L. S. P. Rao}, ``On the long range dependence of time-changed generalized mixed fractional Brownian motion'', Preprint, arXiv:2301.02787 [math.PR] (2023) Full Text: arXiv OA License
Prakasa Rao, B. L. S. Fractional processes and their statistical inference: an overview. (English) Zbl 1533.60048 J. Indian Inst. Sci. 102, No. 4, 1145-1175 (2022). MSC: 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Indian Inst. Sci. 102, No. 4, 1145--1175 (2022; Zbl 1533.60048) Full Text: DOI
Prakasa Rao, B. L. S. Nonparametric estimation of trend for SDEs with delay driven by a fractional Brownian motion with small noise. (English) Zbl 1524.62400 Stochastic Anal. Appl. 40, No. 6, 967-977 (2022). MSC: 62M09 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 40, No. 6, 967--977 (2022; Zbl 1524.62400) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Characterization of probability measures by linear functions of Q-independent random variables defined on a homogeneous Markov chain. (English) Zbl 07571141 Commun. Stat., Theory Methods 51, No. 18, 6529-6534 (2022). MSC: 60G60 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Commun. Stat., Theory Methods 51, No. 18, 6529--6534 (2022; Zbl 07571141) Full Text: DOI
Prakasa Rao, B. L. S. Parametric estimation for SPDEs driven by an infinite dimensional mixed fractional Brownian motion. (English) Zbl 07563173 Bull. Inf. Cybern. 54, No. 2, 1-14 (2022). MSC: 62-XX 68-XX PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Bull. Inf. Cybern. 54, No. 2, 1--14 (2022; Zbl 07563173) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations. (English) Zbl 1493.62511 Stochastic Anal. Appl. 40, No. 2, 236-245 (2022). MSC: 62M09 60G15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 40, No. 2, 236--245 (2022; Zbl 1493.62511) Full Text: DOI
Rao, B. L. S. Prakasa Remarks on some conditional generalized Borel-Cantelli lemmas. arXiv:2211.15964 Preprint, arXiv:2211.15964 [math.PR] (2022). MSC: 60G70 BibTeX Cite \textit{B. L. S. P. Rao}, ``Remarks on some conditional generalized Borel-Cantelli lemmas'', Preprint, arXiv:2211.15964 [math.PR] (2022) Full Text: arXiv OA License
Rao, B. L. S. Prakasa Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes. arXiv:2209.02144 Preprint, arXiv:2209.02144 [math.ST] (2022). MSC: 60G22 BibTeX Cite \textit{B. L. S. P. Rao}, ``Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes'', Preprint, arXiv:2209.02144 [math.ST] (2022) Full Text: arXiv OA License
Rao, Prakasa B. L. S. Nonparametric estimation of linear multiplier in stochastic differential equations driven by \(\alpha\)-stable noise. (English) Zbl 1533.62029 J. Indian Stat. Assoc. 59, No. 1, 65-81 (2021). MSC: 62G05 PDFBibTeX XMLCite \textit{P. B. L. S. Rao}, J. Indian Stat. Assoc. 59, No. 1, 65--81 (2021; Zbl 1533.62029) Full Text: arXiv Link
Prakasa Rao, B. L. S. Maximum likelihood estimation for sub-fractional Vasicek model. (English) Zbl 1477.62231 Random Oper. Stoch. Equ. 29, No. 4, 265-277 (2021). MSC: 62M09 60G22 62F12 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Random Oper. Stoch. Equ. 29, No. 4, 265--277 (2021; Zbl 1477.62231) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects. (English) Zbl 1479.62067 Sankhyā, Ser. A 83, No. 2, 554-568 (2021). Reviewer: Joseph Melamed (Los Angeles) MSC: 62M05 62G07 62G20 60G22 60H10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Sankhyā, Ser. A 83, No. 2, 554--568 (2021; Zbl 1479.62067) Full Text: DOI
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by fractional Levy process. (English) Zbl 1458.62190 J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021). MSC: 62M09 60G22 60G51 60H15 62G07 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Stat. Theory Pract. 15, No. 1, Paper No. 7, 12 p. (2021; Zbl 1458.62190) Full Text: DOI
Rao, B. L. S. Prakasa Singularity for bifractional and trifractional Brownian motions based on their Hurst indices. arXiv:2105.07156 Preprint, arXiv:2105.07156 [math.PR] (2021). MSC: 60G22 BibTeX Cite \textit{B. L. S. P. Rao}, ``Singularity for bifractional and trifractional Brownian motions based on their Hurst indices'', Preprint, arXiv:2105.07156 [math.PR] (2021) Full Text: arXiv OA License
Rao, B. L. S. Prakasa Characterization of probability measures based on Q-independent generalized random fields. arXiv:2102.09167 Preprint, arXiv:2102.09167 [math.PR] (2021). MSC: 60G60 BibTeX Cite \textit{B. L. S. P. Rao}, ``Characterization of probability measures based on Q-independent generalized random fields'', Preprint, arXiv:2102.09167 [math.PR] (2021) Full Text: arXiv OA License
Prakasa Rao, B. L. S. Nonparametric estimation of linear multiplier for stochastic differential equations driven by fractional Lévy process with small noise. (English) Zbl 1473.62111 Bull. Inf. Cybern. 52, No. 3, 1-14 (2020). MSC: 62G05 60G22 60H10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Bull. Inf. Cybern. 52, No. 3, 1--14 (2020; Zbl 1473.62111) Full Text: DOI
Prakasa Rao, B. L. S. Cramér-Rao inequality revisited. (English) Zbl 1453.62018 Proc. Indian Acad. Sci., Math. Sci. 130, No. 1, Paper No. 41, 11 p. (2020). MSC: 62-03 01A60 01A70 62F10 62G30 60E15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Proc. Indian Acad. Sci., Math. Sci. 130, No. 1, Paper No. 41, 11 p. (2020; Zbl 1453.62018) Full Text: DOI
Prakasa Rao, B. L. S. (ed.); Majumder, Partha P. (ed.) Preface. (English) Zbl 1531.00059 Proc. Indian Acad. Sci., Math. Sci. 130, No. 1, Paper No. 38, 2 p. (2020). MSC: 00B25 62-06 01A70 00B30 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao} (ed.) and \textit{P. P. Majumder} (ed.), Proc. Indian Acad. Sci., Math. Sci. 130, No. 1, Paper No. 38, 2 p. (2020; Zbl 1531.00059) Full Text: DOI
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion. (English) Zbl 1443.62237 Random Oper. Stoch. Equ. 28, No. 2, 113-122 (2020). MSC: 62M09 62G07 60G22 60G15 60H15 35R60 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Random Oper. Stoch. Equ. 28, No. 2, 113--122 (2020; Zbl 1443.62237) Full Text: DOI
Prakasa Rao, B. L. S. More on maximal inequalities for sub-fractional Brownian motion. (English) Zbl 1436.60042 Stochastic Anal. Appl. 38, No. 2, 238-247 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60G22 60G15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 38, No. 2, 238--247 (2020; Zbl 1436.60042) Full Text: DOI
Mishra, M. N.; Prakasa Rao, B. L. S. Parametric estimation for cusp-type signal driven by fractional Brownian motion. (English) Zbl 1436.62408 Stochastic Anal. Appl. 38, No. 1, 62-75 (2020). Reviewer: Kurt Marti (München) MSC: 62M09 60G22 60H10 62F10 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 38, No. 1, 62--75 (2020; Zbl 1436.62408) Full Text: DOI
Mishra, M. N.; Prakasa Rao, B. L. S. Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by mixed fractional Brownian motion. (English) Zbl 1462.62518 J. Indian Stat. Assoc. 57, No. 1, 1-18 (2019). MSC: 62M09 60G22 62E20 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, J. Indian Stat. Assoc. 57, No. 1, 1--18 (2019; Zbl 1462.62518) Full Text: Link
Prakasa Rao, B. L. S. Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion. (English) Zbl 1464.62372 Stochastic Anal. Appl. 37, No. 5, 799-810 (2019). MSC: 62M09 62G07 60G22 60H10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 37, No. 5, 799--810 (2019; Zbl 1464.62372) Full Text: DOI arXiv
Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion. (English) Zbl 1460.62140 Stochastic Anal. Appl. 37, No. 2, 271-280 (2019). MSC: 62M09 62G07 60G22 60G15 60H10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 37, No. 2, 271--280 (2019; Zbl 1460.62140) Full Text: DOI
Prakasa Rao, B. L. S. On some analogues of lack of memory properties for the Gompertz distribution. (English) Zbl 1508.62042 Commun. Stat., Theory Methods 47, No. 18, 4415-4421 (2018). MSC: 62E10 60E05 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Commun. Stat., Theory Methods 47, No. 18, 4415--4421 (2018; Zbl 1508.62042) Full Text: DOI
Prakasa Rao, B. L. S. Characterizations of probability distributions through \(Q\)-independence. (English. Russian original) Zbl 1434.60063 Theory Probab. Appl. 62, No. 2, 335-338 (2018); translation from Teor. Veroyatn. Primen. 62, No. 2, 415-420 (2017). MSC: 60E05 62E15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Theory Probab. Appl. 62, No. 2, 335--338 (2018; Zbl 1434.60063); translation from Teor. Veroyatn. Primen. 62, No. 2, 415--420 (2017) Full Text: DOI
Prakasa Rao, B. L. S. Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion. (English) Zbl 1424.62133 Theory Stoch. Process. 23, No. 1, 89-92 (2018). MSC: 62M09 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Theory Stoch. Process. 23, No. 1, 89--92 (2018; Zbl 1424.62133) Full Text: arXiv Link
Prakasa Rao, B. L. S. Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion. (English) Zbl 1411.62067 Stochastic Anal. Appl. 36, No. 5, 767-781 (2018). MSC: 62F12 60G22 60H10 62F15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 36, No. 5, 767--781 (2018; Zbl 1411.62067) Full Text: DOI
Prakasa Rao, B. L. S. Improved Cramer-Rao inequality for randomly censored data. (English) Zbl 1424.62019 J. Iran. Stat. Soc. JIRSS 17, No. 2, 1-12 (2018). MSC: 62F03 62N01 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Iran. Stat. Soc. JIRSS 17, No. 2, 1--12 (2018; Zbl 1424.62019) Full Text: DOI Link
Prakasa Rao, B. L. S. Characterization of probability measures on locally compact abelian groups via \(Q\)-independence. (English) Zbl 1424.60004 Acta Sci. Math. 84, No. 3-4, 705-711 (2018). Reviewer: N. G. Gamkrelidze (Moskva) MSC: 60B15 62E10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Acta Sci. Math. 84, No. 3--4, 705--711 (2018; Zbl 1424.60004) Full Text: DOI
Prakasa Rao, B. L. S. On the Skitovich-Darmois-Ramachandran-Ibragimov theorem for linear forms of \(Q\)-independent random sequences. (English) Zbl 1424.60012 Stud. Sci. Math. Hung. 55, No. 3, 353-362 (2018). Reviewer: Hans Daduna (Hamburg) MSC: 60E10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stud. Sci. Math. Hung. 55, No. 3, 353--362 (2018; Zbl 1424.60012) Full Text: DOI
Prakasa Rao, B. L. S. Wavelet estimation for derivative of a density in the presence of additive noise. (English) Zbl 1404.62035 Braz. J. Probab. Stat. 32, No. 4, 834-850 (2018). MSC: 62G07 42C40 62G20 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Braz. J. Probab. Stat. 32, No. 4, 834--850 (2018; Zbl 1404.62035) Full Text: DOI Euclid
Prakasa Rao, B. L. S. Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion. (English) Zbl 1401.62137 Stochastic Anal. Appl. 36, No. 4, 600-612 (2018). MSC: 62M09 62F12 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 36, No. 4, 600--612 (2018; Zbl 1401.62137) Full Text: DOI
Mishra, Mahendra Nath; Prakasa Rao, Bhagavatula Lakshmi Surya Estimation of drift parameter and change point via Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and observation driven by a Brownian motion. (English) Zbl 1401.62133 J. Korean Math. Soc. 55, No. 5, 1063-1073 (2018). MSC: 62M05 60G22 60G35 62M20 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, J. Korean Math. Soc. 55, No. 5, 1063--1073 (2018; Zbl 1401.62133) Full Text: Link
Prakasa Rao, B. L. S. Improved sequential Cramer-Rao type integral inequality. (English) Zbl 1486.62235 Sequential Anal. 37, No. 1, 59-68 (2018). MSC: 62L12 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Sequential Anal. 37, No. 1, 59--68 (2018; Zbl 1486.62235) Full Text: DOI
Prakasa Rao, B. L. S. Moderate deviation principle for maximum likelihood estimator for Markov processes. (English) Zbl 1457.62248 Stat. Probab. Lett. 132, 74-82 (2018). MSC: 62M05 62F12 60F10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stat. Probab. Lett. 132, 74--82 (2018; Zbl 1457.62248) Full Text: DOI
Prakasa Rao, B. L. S. Characterization of probability measures on Hilbert spaces via \(Q\)-independence. (English) Zbl 1462.60004 J. Indian Stat. Assoc. 55, No. 2, 201-212 (2017). MSC: 60B11 62E10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Indian Stat. Assoc. 55, No. 2, 201--212 (2017; Zbl 1462.60004) Full Text: Link
Mishra, Mahendra Nath; Prakasa Rao, Bhagavatula Lakshmi Surya Large deviation probabilities for maximum likelihood estimator and Bayes estimator of a parameter for mixed fractional Ornstein-Uhlenbeck type process. (English) Zbl 1448.62063 Bull. Inf. Cybern. 49, 67-80 (2017). MSC: 62M09 62F10 62F15 60F10 60J60 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Bull. Inf. Cybern. 49, 67--80 (2017; Zbl 1448.62063) Full Text: DOI Link
Prakasa Rao, B. L. S. Optimal estimation of a signal perturbed by a mixed fractional Brownian motion. (English) Zbl 1413.60031 Theory Stoch. Process. 22, No. 2, 62-68 (2017). MSC: 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Theory Stoch. Process. 22, No. 2, 62--68 (2017; Zbl 1413.60031) Full Text: Link
Prakasa Rao, B. L. S. Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion. (English) Zbl 06829784 Stochastic Anal. Appl. 35, No. 6, 943-953 (2017). MSC: 62M09 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 35, No. 6, 943--953 (2017; Zbl 06829784) Full Text: DOI
Prakasa Rao, B. L. S. Chebyshev’s inequality for Hilbert-space valued random elements with estimated mean and covariance. (English) Zbl 1386.60019 Commun. Stat., Theory Methods 46, No. 19, 9407-9414 (2017). MSC: 60B11 60E15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Commun. Stat., Theory Methods 46, No. 19, 9407--9414 (2017; Zbl 1386.60019) Full Text: DOI
Prakasa Rao, B. L. S. Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion. (English) Zbl 06815262 Random Oper. Stoch. Equ. 25, No. 4, 235-247 (2017). MSC: 62M86 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Random Oper. Stoch. Equ. 25, No. 4, 235--247 (2017; Zbl 06815262) Full Text: DOI
Prakasa Rao, B. L. S. Optimal estimation of a signal perturbed by a sub-fractional Brownian motion. (English) Zbl 1364.60047 Stochastic Anal. Appl. 35, No. 3, 533-541 (2017). MSC: 60G22 62F10 62F15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 35, No. 3, 533--541 (2017; Zbl 1364.60047) Full Text: DOI
Prakasa Rao, B. L. S. Wavelet estimation for derivative of a density in a GARCH-type model. (English) Zbl 1367.62263 Commun. Stat., Theory Methods 46, No. 5, 2396-2410 (2017). MSC: 62M10 62G07 62G20 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Commun. Stat., Theory Methods 46, No. 5, 2396--2410 (2017; Zbl 1367.62263) Full Text: DOI
Prakasa Rao, B. L. S. On some maximal and integral inequalities for sub-fractional Brownian motion. (English) Zbl 1359.60052 Stochastic Anal. Appl. 35, No. 2, 279-287 (2017). MSC: 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 35, No. 2, 279--287 (2017; Zbl 1359.60052) Full Text: DOI
Mishra, M. N.; Prakasa Rao, B. L. S. Local asymptotic normality and estimation via Kalman-Bucy filter for a linear system with signal driven by a fractional Brownian motion and observation driven by a Brownian motion. (English) Zbl 1462.62566 J. Indian Stat. Assoc. 54, No. 1-2, 21-42 (2016). MSC: 62M20 60G22 62E20 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, J. Indian Stat. Assoc. 54, No. 1--2, 21--42 (2016; Zbl 1462.62566)
Prakasa Rao, B. L. S. Pricing geometric Asian power options under mixed fractional Brownian motion environment. (English) Zbl 1400.91607 Physica A 446, 92-99 (2016). MSC: 91G20 91G70 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Physica A 446, 92--99 (2016; Zbl 1400.91607) Full Text: DOI
Prakasa Rao, B. L. S. Characterizations of probability distributions through linear forms of \(Q\)-conditional independent random variables. (English) Zbl 1384.60056 Sankhyā, Ser. A 78, No. 2, 221-230 (2016). MSC: 60E10 62E10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Sankhyā, Ser. A 78, No. 2, 221--230 (2016; Zbl 1384.60056) Full Text: DOI
Prakasa Rao, B. L. S. Book review of: F. Belzunce et al., An introduction to stochastic orders. (English) Zbl 1396.00008 J. Time Ser. Anal. 37, No. 5, 712 (2016). MSC: 00A17 60-02 60E15 60G60 60Kxx PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Time Ser. Anal. 37, No. 5, 712 (2016; Zbl 1396.00008) Full Text: DOI
Mishra, M. N.; Prakasa Rao, B. L. S. Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions. (English) Zbl 1342.62154 Stochastic Anal. Appl. 34, No. 4, 707-721 (2016). MSC: 62M20 60G22 60G35 93E11 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 34, No. 4, 707--721 (2016; Zbl 1342.62154) Full Text: DOI
Prakasa Rao, B. L. S.; Sreehari, M. On the order of approximation in the random central limit theorem for \(m\)-dependent random variables. (English) Zbl 1343.60018 Probab. Math. Stat. 36, No. 1, 47-57 (2016). MSC: 60F05 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao} and \textit{M. Sreehari}, Probab. Math. Stat. 36, No. 1, 47--57 (2016; Zbl 1343.60018) Full Text: Link
Prakasa Rao, B. L. S. Conditions for singularity for measures generated by two fractional psuedo-diffusion processes. (English) Zbl 1344.60041 Stochastic Anal. Appl. 34, No. 2, 183-192 (2016). MSC: 60G22 60G30 60H10 60J60 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 34, No. 2, 183--192 (2016; Zbl 1344.60041) Full Text: DOI
Prakasa Rao, B. L. S.; Sreehari, M. Random central limit theorem for associated random variables and the order of approximation. (English) Zbl 1336.60050 Stat. Probab. Lett. 111, 1-7 (2016). MSC: 60F05 60G10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao} and \textit{M. Sreehari}, Stat. Probab. Lett. 111, 1--7 (2016; Zbl 1336.60050) Full Text: DOI
Hamedani, G. G.; Prakasa Rao, B. L. S. Characterizations of probability distributions through sub-independence, max-sub-independence and conditional sub-independence. (English) Zbl 1462.62085 J. Indian Stat. Assoc. 53, No. 1-2, 79-87 (2015). MSC: 62E10 PDFBibTeX XMLCite \textit{G. G. Hamedani} and \textit{B. L. S. Prakasa Rao}, J. Indian Stat. Assoc. 53, No. 1--2, 79--87 (2015; Zbl 1462.62085)
Prakasa Rao, B. L. S. Filtered fractional Poisson processes. (English) Zbl 1487.60087 Stat. Methodol. 26, 124-134 (2015). MSC: 60G22 60G51 60K05 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stat. Methodol. 26, 124--134 (2015; Zbl 1487.60087) Full Text: DOI
Prakasa Rao, B. L. S. Option pricing for processes driven by mixed fractional Brownian motion with superimposed jumps. (English) Zbl 1414.91387 Probab. Eng. Inf. Sci. 29, No. 4, 589-596 (2015). MSC: 91G20 60G22 60J75 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Probab. Eng. Inf. Sci. 29, No. 4, 589--596 (2015; Zbl 1414.91387) Full Text: DOI
Dewan, Isha; Prakasa Rao, B. L. S. Corrigendum to “Central limit theorem for U-statistics of associated random variables”. (English) Zbl 1398.60041 Stat. Probab. Lett. 106, 147-148 (2015). MSC: 60F05 62F12 PDFBibTeX XMLCite \textit{I. Dewan} and \textit{B. L. S. Prakasa Rao}, Stat. Probab. Lett. 106, 147--148 (2015; Zbl 1398.60041) Full Text: DOI
Prakasa Rao, B. L. S.; Varadarajaperumal, V. Random fixed point theorems based on orbits of random mappings with some applications to random integral equations. (English) Zbl 1329.45018 Random Oper. Stoch. Equ. 23, No. 4, 219-233 (2015). MSC: 45R05 45G10 47H08 47H09 60H25 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao} and \textit{V. Varadarajaperumal}, Random Oper. Stoch. Equ. 23, No. 4, 219--233 (2015; Zbl 1329.45018) Full Text: DOI
Prakasa Rao, B. L. S. Characterization of Gaussian distribution on a Hilbert space from samples of random size. (English) Zbl 1360.62053 J. Multivariate Anal. 132, 209-214 (2014). MSC: 62E10 60B11 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Multivariate Anal. 132, 209--214 (2014; Zbl 1360.62053) Full Text: DOI
Mishra, M. N.; Prakasa Rao, B. L. S. Estimation of change point for switching fractional diffusion processes. (English) Zbl 1317.60042 Stochastics 86, No. 3, 429-449 (2014). MSC: 60G22 60J60 60H10 62M86 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Stochastics 86, No. 3, 429--449 (2014; Zbl 1317.60042) Full Text: DOI
Mishra, M. N.; Prakasa Rao, B. L. S. Estimation of drift parameter and change point for switching fractional diffusion processes. (English) Zbl 1296.62180 Stochastic Anal. Appl. 32, No. 4, 664-686 (2014). MSC: 62M05 60G22 60H10 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 32, No. 4, 664--686 (2014; Zbl 1296.62180) Full Text: DOI
Prakasa Rao, B. L. S. Maximal inequalities for fractional Brownian motion: an overview. (English) Zbl 1295.60047 Stochastic Anal. Appl. 32, No. 3, 450-479 (2014). MSC: 60G22 60E15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 32, No. 3, 450--479 (2014; Zbl 1295.60047) Full Text: DOI
Prakasa Rao, B. L. S. Characterization of distributions based on functions of conditionally independent random variables. (English) Zbl 1462.62093 J. Indian Stat. Assoc. 51, No. 1, 183-200 (2013). MSC: 62E10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Indian Stat. Assoc. 51, No. 1, 183--200 (2013; Zbl 1462.62093)
Prakasa Rao, B. L. S. Some maximal inequalities for fractional Brownian motion with polynomial drift. (English) Zbl 1274.60126 Stochastic Anal. Appl. 31, No. 5, 785-799 (2013). MSC: 60G22 60E15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 31, No. 5, 785--799 (2013; Zbl 1274.60126) Full Text: DOI
Liu, Jicheng; Prakasa Rao, B. L. S. On conditional Borel-Cantelli lemmas for sequences of random variables. (English) Zbl 1263.60030 J. Math. Anal. Appl. 399, No. 1, 156-165 (2013). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60F99 PDFBibTeX XMLCite \textit{J. Liu} and \textit{B. L. S. Prakasa Rao}, J. Math. Anal. Appl. 399, No. 1, 156--165 (2013; Zbl 1263.60030) Full Text: DOI
Prakasa Rao, B. L. S. Test for dominance between mean functions for two sample functional data. (English) Zbl 1462.62272 J. Indian Stat. Assoc. 50, No. 1-2, 205-217 (2012). MSC: 62G10 62R10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, J. Indian Stat. Assoc. 50, No. 1--2, 205--217 (2012; Zbl 1462.62272)
Prakasa Rao, B. L. S. Parameter estimation for a two-dimensional stochastic Navier-Stokes equation driven by an infinite dimensional fractional Brownian motion. (English) Zbl 1349.62451 Random Oper. Stoch. Equ. 21, No. 1, 37-52 (2012). MSC: 62M40 60G22 60H15 62F10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Random Oper. Stoch. Equ. 21, No. 1, 37--52 (2012; Zbl 1349.62451) Full Text: DOI
Wang, Xuejun; Prakasa Rao, B. L. S.; Hu, Shuhe; Yang, Wenzhi On some maximal inequalities for demimartingales and \(N\)-demimartingales based on concave Young functions. (English) Zbl 1290.60049 J. Math. Anal. Appl. 396, No. 2, 434-440 (2012). MSC: 60G48 60G42 PDFBibTeX XMLCite \textit{X. Wang} et al., J. Math. Anal. Appl. 396, No. 2, 434--440 (2012; Zbl 1290.60049) Full Text: DOI
Prakasa Rao, B. L. S. Remarks on maximal inequalities for non-negative demisubmartingales. (English) Zbl 1247.60025 Stat. Probab. Lett. 82, No. 7, 1388-1390 (2012). MSC: 60E15 60G42 60G48 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stat. Probab. Lett. 82, No. 7, 1388--1390 (2012; Zbl 1247.60025) Full Text: DOI
Prakasa Rao, B. L. S. Singularity of subfractional Brownian motions with different Hurst indices. (English) Zbl 1242.60038 Stochastic Anal. Appl. 30, No. 3, 538-542 (2012). MSC: 60G30 60G17 60G22 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 30, No. 3, 538--542 (2012; Zbl 1242.60038) Full Text: DOI
Prakasa Rao, B. L. S. Associated sequences, demimartingales and nonparametric inference. (English) Zbl 1298.60007 Probability and its Applications. Basel: Birkhäuser (ISBN 978-3-0348-0239-0/hbk). xi, 272 p. (2012). Reviewer: Hilmar Mai (Berlin) MSC: 60-02 60G48 62-02 62G07 62G10 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Associated sequences, demimartingales and nonparametric inference. Basel: Birkhäuser (2012; Zbl 1298.60007)
Mishra, M. N.; Prakasa Rao, B. L. S. Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1274.62563 Stat. Inference Stoch. Process. 14, No. 2, 101-109 (2011). MSC: 62M09 60G05 60G22 60H20 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Stat. Inference Stoch. Process. 14, No. 2, 101--109 (2011; Zbl 1274.62563) Full Text: DOI
Mishra, M. N.; Prakasa Rao, B. L. S. Nonparametric estimation of linear multiplier for fractional diffusion processes. (English) Zbl 1279.62177 Stochastic Anal. Appl. 29, No. 4, 706-712 (2011). MSC: 62M09 62G05 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 29, No. 4, 706--712 (2011; Zbl 1279.62177) Full Text: DOI
Wang, Xuejun; Hu, Shuhe; Prakasa Rao, B. L. S.; Yang, Wenzhi Maximal inequalities for \(N\)-demimartingale and strong law of large numbers. (English) Zbl 1223.60019 Stat. Probab. Lett. 81, No. 9, 1348-1353 (2011). Reviewer: B. L. S. Prakasa Rao (Hyderabad) MSC: 60E15 60F15 PDFBibTeX XMLCite \textit{X. Wang} et al., Stat. Probab. Lett. 81, No. 9, 1348--1353 (2011; Zbl 1223.60019) Full Text: DOI
Chaubey, Yogendra P.; Doosti, Hassan; Shirazi, Esmaeel; Prakasa Rao, B. L. S. Linear wavelet-based estimation for derivative of a density under random censorship. (English) Zbl 1403.62060 J. Iran. Stat. Soc. JIRSS 9, No. 1, 41-51 (2010). MSC: 62G08 62G07 62N02 62G20 PDFBibTeX XMLCite \textit{Y. P. Chaubey} et al., J. Iran. Stat. Soc. JIRSS 9, No. 1, 41--51 (2010; Zbl 1403.62060) Full Text: Link
Prakasa Rao, B. L. S. Nonparametric density estimation for functional data by delta sequences. (English) Zbl 1298.62063 Braz. J. Probab. Stat. 24, No. 3, 468-478 (2010). MSC: 62G07 62G20 60B11 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Braz. J. Probab. Stat. 24, No. 3, 468--478 (2010; Zbl 1298.62063) Full Text: DOI Euclid
Prakasa Rao, B. L. S. Nonparametric density estimation for functional data via wavelets. (English) Zbl 1318.62124 Commun. Stat., Theory Methods 39, No. 8-9, 1608-1618 (2010). MSC: 62G07 60B11 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Commun. Stat., Theory Methods 39, No. 8--9, 1608--1618 (2010; Zbl 1318.62124) Full Text: DOI
Prakasa Rao, B. L. S. Wavelet linear estimation for derivatives of a density from observations of mixtures with varying mixing proportions. (English) Zbl 1330.62178 Indian J. Pure Appl. Math. 41, No. 1, 275-291 (2010). MSC: 62G07 42C40 65T60 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Indian J. Pure Appl. Math. 41, No. 1, 275--291 (2010; Zbl 1330.62178) Full Text: DOI
Prakasa Rao, B. L. S. Statistical inference for fractional diffusion processes. (English) Zbl 1211.62143 Wiley Series in Probability and Statistics. Chichester: John Wiley & Sons (ISBN 978-0-470-66568-8/hbk; 978-0-470-66712-5/ebook). xii, 252 p. (2010). Reviewer: H. M. Mai (Berlin) MSC: 62M05 62-02 60J60 62F10 62F12 62F15 62G05 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Statistical inference for fractional diffusion processes. Chichester: John Wiley \& Sons (2010; Zbl 1211.62143) Full Text: DOI
Prakasa Rao, B. L. S. Chebyshev’s inequality for Hilbert-space-valued random elements. (English) Zbl 1281.60008 Stat. Probab. Lett. 80, No. 11-12, 1039-1042 (2010). MSC: 60B11 60E15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stat. Probab. Lett. 80, No. 11--12, 1039--1042 (2010; Zbl 1281.60008) Full Text: DOI
Prakasa Rao, B. L. S.; Singh, Harshinder Sufficient conditions for stochastic equality of two distributions under some partial orders. (English) Zbl 1190.60011 Stat. Probab. Lett. 80, No. 5-6, 513-518 (2010). Reviewer: Moshe Shaked (Tucson) MSC: 60E15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao} and \textit{H. Singh}, Stat. Probab. Lett. 80, No. 5--6, 513--518 (2010; Zbl 1190.60011) Full Text: DOI
Prakasa Rao, B. L. S. Upper and lower bounds for probabilities in the conditional Borel-Cantelli Lemma. (English) Zbl 1192.60062 Stochastic Anal. Appl. 28, No. 1, 144-156 (2010). Reviewer: Josef Steinebach (Köln) MSC: 60F15 60E15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Stochastic Anal. Appl. 28, No. 1, 144--156 (2010; Zbl 1192.60062) Full Text: DOI
Parvathi, K.; Prakasa Rao, B. S.; Das, M. Mariya; Rao, T. V. Pyramidal watershed segmentation algorithm for high-resolution remote sensing images using discrete wavelet transforms. (English) Zbl 1175.94024 Discrete Dyn. Nat. Soc. 2009, Article ID 601638, 11 p. (2009). MSC: 94A08 94A11 65T60 PDFBibTeX XMLCite \textit{K. Parvathi} et al., Discrete Dyn. Nat. Soc. 2009, Article ID 601638, 11 p. (2009; Zbl 1175.94024) Full Text: DOI EuDML OA License
Prakasa Rao, B. L. S. Conditional independence, conditional mixing and conditional association. (English) Zbl 1314.60054 Ann. Inst. Stat. Math. 61, No. 2, 441-460 (2009). MSC: 60E05 60E15 60F05 60F15 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Ann. Inst. Stat. Math. 61, No. 2, 441--460 (2009; Zbl 1314.60054) Full Text: DOI
Prakasa Rao, B. L. S. A first course in probability and statistics. (English) Zbl 1181.62002 Hackensack, NJ: World Scientific (ISBN 978-981-283-653-3/hbk; 978-981-283-654-0/pbk; 978-981-283-655-7/ebook). xi, 317 p. (2009). Reviewer: Hans Christian Fünning (Berlin) MSC: 62-01 60-01 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, A first course in probability and statistics. Hackensack, NJ: World Scientific (2009; Zbl 1181.62002) Full Text: DOI
Chaubey, Yogendra P.; Doosti, Hassan; Prakasa Rao, B. L. S. Wavelet based estimation of the derivatives of a density for a negatively associated process. (English) Zbl 1211.62061 J. Stat. Theory Pract. 2, No. 3, 453-463 (2008). MSC: 62G07 42C40 62M09 PDFBibTeX XMLCite \textit{Y. P. Chaubey} et al., J. Stat. Theory Pract. 2, No. 3, 453--463 (2008; Zbl 1211.62061) Full Text: DOI
Prakasa Rao, B. L. S. Parametric estimation for linear system of stochastic differential equations driven by fractional Brownian motions with different Hurst indices. (English) Zbl 1224.62034 Teor. Jmovirn. Mat. Stat. 79, 129-137 (2008) and Theory Probab. Math. Stat. 79, 143-151 (2009). Reviewer: Mikhail P. Moklyachuk (Kyïv) MSC: 62M05 60H10 60G18 PDFBibTeX XMLCite \textit{B. L. S. Prakasa Rao}, Teor. Ĭmovirn. Mat. Stat. 79, 129--137 (2008; Zbl 1224.62034) Full Text: DOI
Mishra, M. N.; Prakasa Rao, B. L. S. \(\epsilon\)-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motion. (English) Zbl 1198.62080 Random Oper. Stoch. Equ. 16, No. 2, 165-180 (2008). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 62M05 60J60 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{B. L. S. Prakasa Rao}, Random Oper. Stoch. Equ. 16, No. 2, 165--180 (2008; Zbl 1198.62080) Full Text: DOI