Bishwal, Jaya P. N. Le Cam-Stratonovich-Boole theory for Itô diffusions. (English) Zbl 07708899 Random Oper. Stoch. Equ. 31, No. 2, 153-176 (2023). MSC: 62F12 62F15 62M05 60F05 60F10 60H10 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Random Oper. Stoch. Equ. 31, No. 2, 153--176 (2023; Zbl 07708899) Full Text: DOI
Bishwal, Jaya P. N. Parameter estimation in stochastic volatility models. (English) Zbl 1493.62003 Cham: Springer (ISBN 978-3-031-03860-0/hbk; 978-3-031-03861-7/ebook). xxx, 613 p. (2022). MSC: 62-02 62P05 62M05 62M09 60G22 60H10 60H15 60H30 60J60 91-02 91B70 91G30 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Parameter estimation in stochastic volatility models. Cham: Springer (2022; Zbl 1493.62003) Full Text: DOI
Lee, Chihoon; Bishwal, Jaya P. N.; Lee, Myung Hee Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes. (English) Zbl 1236.62097 J. Stat. Plann. Inference 142, No. 5, 1234-1242 (2012). MSC: 62M05 62L12 65C60 PDFBibTeX XMLCite \textit{C. Lee} et al., J. Stat. Plann. Inference 142, No. 5, 1234--1242 (2012; Zbl 1236.62097) Full Text: DOI
Bishwal, Jaya P. N. Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: continuous and discrete sampling. (English) Zbl 1273.62056 Fract. Calc. Appl. Anal. 14, No. 3, 375-410 (2011). MSC: 62F12 62M05 60F05 60F10 60G22 60H10 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Fract. Calc. Appl. Anal. 14, No. 3, 375--410 (2011; Zbl 1273.62056) Full Text: DOI
Bishwal, J. P. N. Berry-Esseen inequalities for the discretely observed Ornstein-Uhlenbeck-gamma process. (English) Zbl 1293.60031 Markov Process. Relat. Fields 17, No. 1, 119-150 (2011). MSC: 60F05 60H10 62F12 62M05 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Markov Process. Relat. Fields 17, No. 1, 119--150 (2011; Zbl 1293.60031)
Bishwal, Jaya P. N. Milstein approximation of posterior density for diffusions. (English) Zbl 1217.62127 Int. J. Pure Appl. Math. 68, No. 4, 403-414 (2011). MSC: 62M05 60F05 62G20 62G07 62F12 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Int. J. Pure Appl. Math. 68, No. 4, 403--414 (2011; Zbl 1217.62127) Full Text: Link
Bishwal, Jaya P. N. Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process. (English) Zbl 1197.62119 Methodol. Comput. Appl. Probab. 12, No. 3, 323-334 (2010). MSC: 62M05 62F12 60F05 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Methodol. Comput. Appl. Probab. 12, No. 3, 323--334 (2010; Zbl 1197.62119) Full Text: DOI
Bishwal, Jaya P. N. Maximum likelihood estimation in Skorohod stochastic differential equations. (English) Zbl 1184.62145 Proc. Am. Math. Soc. 138, No. 4, 1471-1478 (2010). MSC: 62M05 62F12 60H10 60F05 62E20 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Proc. Am. Math. Soc. 138, No. 4, 1471--1478 (2010; Zbl 1184.62145) Full Text: DOI
Bishwal, Jaya P. N. \(M\)-estimation for discretely sampled diffusions. (English) Zbl 1222.62101 Theory Stoch. Process. 15, No. 2, 62-83 (2009). MSC: 62M05 62F12 60H10 60F05 60H05 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Theory Stoch. Process. 15, No. 2, 62--83 (2009; Zbl 1222.62101)
Bishwal, Jaya P. N. Berry-Esseen inequalities for discretely observed diffusions. (English) Zbl 1179.60011 Monte Carlo Methods Appl. 15, No. 3, 229-239 (2009). MSC: 60F05 60F10 60H10 60J60 62F12 62F15 62M05 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Monte Carlo Methods Appl. 15, No. 3, 229--239 (2009; Zbl 1179.60011) Full Text: DOI
Bishwal, Jaya P. N. Parameter estimation in stochastic differential equations. (English) Zbl 1134.62058 Lecture Notes in Mathematics 1923. Berlin: Springer (ISBN 978-3-540-74447-4/pbk). xiii, 264 p. (2008). Reviewer: Jordan M. Stoyanov (Newcastle upon Tyne) MSC: 62M05 62-02 60H10 60H15 62M09 60J60 60-02 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Parameter estimation in stochastic differential equations. Berlin: Springer (2008; Zbl 1134.62058) Full Text: DOI
Bishwal, Jaya P. N. Large deviations and Berry-Esseen inequalities for estimators in nonlinear nonhomogeneous diffusions. (English) Zbl 1149.62072 REVSTAT 5, No. 3, 249-267 (2007). MSC: 62M05 60F10 62F12 60H10 60J60 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, REVSTAT 5, No. 3, 249--267 (2007; Zbl 1149.62072)
Bishwal, Jaya P. N. A new estimating function for discretely sampled diffusions. (English) Zbl 1164.62035 Random Oper. Stoch. Equ. 15, No. 1, 65-88 (2007). Reviewer: Rostyslav E. Yamnenko (Kyïv) MSC: 62M05 62F12 60H05 60H10 60H30 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Random Oper. Stoch. Equ. 15, No. 1, 65--88 (2007; Zbl 1164.62035) Full Text: DOI
Bishwal, Jaya P. N. Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process. (English) Zbl 1094.62105 Stat. Probab. Lett. 76, No. 13, 1397-1409 (2006). MSC: 62M05 62F12 60F05 60H10 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Stat. Probab. Lett. 76, No. 13, 1397--1409 (2006; Zbl 1094.62105) Full Text: DOI
Bishwal, J. Maximum likelihood estimation in partially observed stochastic differential system driven by a fractional Brownian motion. (English) Zbl 1022.62070 Stochastic Anal. Appl. 21, No. 5, 995-1007 (2003). MSC: 62M05 60H10 62F12 PDFBibTeX XMLCite \textit{J. Bishwal}, Stochastic Anal. Appl. 21, No. 5, 995--1007 (2003; Zbl 1022.62070) Full Text: DOI
Bishwal, J. P. N. The Bernstein - von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs. (English) Zbl 0995.62074 J. Aust. Math. Soc. 72, No. 2, 287-298 (2002). MSC: 62M05 62F15 60H15 62F12 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, J. Aust. Math. Soc. 72, No. 2, 287--298 (2002; Zbl 0995.62074) Full Text: DOI
Bishwal, J. P. N. Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings. (English) Zbl 0989.62044 Stat. Probab. Lett. 52, No. 4, 427-439 (2001). MSC: 62M05 62F12 62F15 60F05 60J60 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Stat. Probab. Lett. 52, No. 4, 427--439 (2001; Zbl 0989.62044) Full Text: DOI
Bishwal, J. P. N.; Bose, A. Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process. (English) Zbl 0979.62061 Comput. Math. Appl. 42, No. 1-2, 23-38 (2001). MSC: 62M05 62F12 60H10 60F10 PDFBibTeX XMLCite \textit{J. P. N. Bishwal} and \textit{A. Bose}, Comput. Math. Appl. 42, No. 1--2, 23--38 (2001; Zbl 0979.62061) Full Text: DOI
Bishwal, J. P. N. Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process. (English) Zbl 0973.62068 Sankhyā, Ser. A 62, No. 1, 1-10 (2000). MSC: 62M05 62F12 60F05 60H10 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Sankhyā, Ser. A 62, No. 1, 1--10 (2000; Zbl 0973.62068)
Bishwal, J. P. N. Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations. (English) Zbl 0936.60024 Stat. Probab. Lett. 43, No. 2, 207-215 (1999). Reviewer: F.Liese (Rostock) MSC: 60F10 62F12 62M05 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Stat. Probab. Lett. 43, No. 2, 207--215 (1999; Zbl 0936.60024) Full Text: DOI
Mishra, M. N.; Bishwal, J. P. N. Approximate maximum likelihood estimation for diffusion processes from discrete observations. (English) Zbl 0864.60048 Stochastics Stochastics Rep. 52, No. 1-2, 1-13 (1995). MSC: 60H15 62M05 PDFBibTeX XMLCite \textit{M. N. Mishra} and \textit{J. P. N. Bishwal}, Stochastics Stochastics Rep. 52, No. 1--2, 1--13 (1995; Zbl 0864.60048) Full Text: DOI
Bishwal, J. P. N.; Bose, Arup Speed of convergence of the maximum likelihood estimator in the Ornstein-Uhlenbeck process. (English) Zbl 0925.62357 Bull., Calcutta Stat. Assoc. 45, No. 179-180, 245-251 (1995). MSC: 62M05 62F12 60F05 60F10 PDFBibTeX XMLCite \textit{J. P. N. Bishwal} and \textit{A. Bose}, Bull., Calcutta Stat. Assoc. 45, No. 179--180, 245--251 (1995; Zbl 0925.62357) Full Text: DOI