Edit Profile Bishwal, Jaya P. N. Compute Distance To: Compute Author ID: bishwal.jaya-p-n Published as: Bishwal, J.; Bishwal, J. P. N.; Bishwal, Jaya; Bishwal, Jaya P. N. Documents Indexed: 27 Publications since 1995, including 1 Book Co-Authors 23 single-authored 2 Bose, Arup 1 Lee, Chihoon 1 Lee, Myung Hee 1 Mishra, Mahendra Nath all top 5 Serials 4 Statistics & Probability Letters 3 Theory of Stochastic Processes 2 Random Operators and Stochastic Equations 1 Computers & Mathematics with Applications 1 Calcutta Statistical Association. Bulletin 1 Journal of Statistical Planning and Inference 1 Proceedings of the American Mathematical Society 1 Sankhyā. Series A. Methods and Techniques 1 Stochastic Analysis and Applications 1 Applied Numerical Mathematics 1 Stochastics and Stochastics Reports 1 Monte Carlo Methods and Applications 1 Markov Processes and Related Fields 1 Fractional Calculus & Applied Analysis 1 Journal of Interdisciplinary Mathematics 1 Methodology and Computing in Applied Probability 1 Journal of the Australian Mathematical Society 1 Advances and Applications in Statistics 1 International Journal of Pure and Applied Mathematics 1 REVSTAT 1 Lecture Notes in Mathematics Fields 25 Probability theory and stochastic processes (60-XX) 25 Statistics (62-XX) 3 Numerical analysis (65-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 18 Publications have been cited 159 times in 104 Documents Cited by ▼ Year ▼ Parameter estimation in stochastic differential equations. Zbl 1134.62058Bishwal, Jaya P. N. 53 2008 Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations. Zbl 0936.60024Bishwal, J. P. N. 19 1999 Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes. Zbl 1236.62097Lee, Chihoon; Bishwal, Jaya P. N.; Lee, Myung Hee 12 2012 Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: continuous and discrete sampling. Zbl 1273.62056Bishwal, Jaya P. N. 11 2011 Large deviations in testing fractional Ornstein-Uhlenbeck models. Zbl 1144.62335Bishwal, Jaya P. N. 10 2008 Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process. Zbl 0973.62068Bishwal, J. P. N. 10 2000 Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process. Zbl 0979.62061Bishwal, J. P. N.; Bose, A. 8 2001 Large deviations and Berry-Esseen inequalities for estimators in nonlinear nonhomogeneous diffusions. Zbl 1149.62072Bishwal, Jaya P. N. 6 2007 Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process. Zbl 1094.62105Bishwal, Jaya P. N. 5 2006 Approximate maximum likelihood estimation for diffusion processes from discrete observations. Zbl 0864.60048Mishra, M. N.; Bishwal, J. P. N. 5 1995 Speed of convergence of the maximum likelihood estimator in the Ornstein-Uhlenbeck process. Zbl 0925.62357Bishwal, J. P. N.; Bose, Arup 4 1995 Maximum likelihood estimation in Skorohod stochastic differential equations. Zbl 1184.62145Bishwal, Jaya P. N. 3 2010 The Bernstein - von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs. Zbl 0995.62074Bishwal, J. P. N. 3 2002 Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings. Zbl 0989.62044Bishwal, J. P. N. 3 2001 Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process. Zbl 0955.60075Bishwal, J. P. N. 3 2000 Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process. Zbl 1197.62119Bishwal, Jaya P. N. 2 2010 Stochastic moment problem and hedging of generalized Black-Scholes options. Zbl 1228.91074Bishwal, Jaya P. N. 1 2011 A new estimating function for discretely sampled diffusions. Zbl 1164.62035Bishwal, Jaya P. N. 1 2007 Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes. Zbl 1236.62097Lee, Chihoon; Bishwal, Jaya P. N.; Lee, Myung Hee 12 2012 Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: continuous and discrete sampling. Zbl 1273.62056Bishwal, Jaya P. N. 11 2011 Stochastic moment problem and hedging of generalized Black-Scholes options. Zbl 1228.91074Bishwal, Jaya P. N. 1 2011 Maximum likelihood estimation in Skorohod stochastic differential equations. Zbl 1184.62145Bishwal, Jaya P. N. 3 2010 Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process. Zbl 1197.62119Bishwal, Jaya P. N. 2 2010 Parameter estimation in stochastic differential equations. Zbl 1134.62058Bishwal, Jaya P. N. 53 2008 Large deviations in testing fractional Ornstein-Uhlenbeck models. Zbl 1144.62335Bishwal, Jaya P. N. 10 2008 Large deviations and Berry-Esseen inequalities for estimators in nonlinear nonhomogeneous diffusions. Zbl 1149.62072Bishwal, Jaya P. N. 6 2007 A new estimating function for discretely sampled diffusions. Zbl 1164.62035Bishwal, Jaya P. N. 1 2007 Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process. Zbl 1094.62105Bishwal, Jaya P. N. 5 2006 The Bernstein - von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs. Zbl 0995.62074Bishwal, J. P. N. 3 2002 Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process. Zbl 0979.62061Bishwal, J. P. N.; Bose, A. 8 2001 Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein-Uhlenbeck process using random normings. Zbl 0989.62044Bishwal, J. P. N. 3 2001 Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process. Zbl 0973.62068Bishwal, J. P. N. 10 2000 Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process. Zbl 0955.60075Bishwal, J. P. N. 3 2000 Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations. Zbl 0936.60024Bishwal, J. P. N. 19 1999 Approximate maximum likelihood estimation for diffusion processes from discrete observations. Zbl 0864.60048Mishra, M. N.; Bishwal, J. P. N. 5 1995 Speed of convergence of the maximum likelihood estimator in the Ornstein-Uhlenbeck process. Zbl 0925.62357Bishwal, J. P. N.; Bose, Arup 4 1995 all cited Publications top 5 cited Publications all top 5 Cited by 146 Authors 10 Bishwal, Jaya P. N. 6 Jiang, Hui 6 Kuang, Nenghui 6 Zhao, Shoujiang 5 Shu, Huisheng 4 Barczy, Mátyás 4 Cialenco, Igor 4 Pap, Gyula 4 Zang, Qingpei 3 Kim, Yoontae 3 Lee, Chihoon 3 Park, Hyun Suk 3 Tudor, Ciprian A. 3 Wei, Chao 3 Xie, Huantian 3 Zhang, Li-Xin 2 Chen, Yangquan 2 Gao, Fuqing 2 Gong, Ruoting 2 Hu, Yaozhong 2 Hui, Jiang 2 Kan, Xiu 2 Lee, Myung Hee 2 Liu, Qiaojing 2 Ralchenko, Kostiantyn V. 2 Stibůrek, David 2 Tanaka, Katsuto 2 Xiao, Wei-Lin 2 Yan, Litan 2 Yang, Qigui 2 Zeng, Caibin 2 Zhang, Weiguo 2 Zhang, Xili 2 Zhang, Xuekang 2 Zheng, Weian 2 Zhu, Chenglian 1 Albano, Giuseppina 1 Bibinger, Markus 1 Bo, Lijun 1 Bose, Arup 1 Castellani, Gastone C. 1 Che, Yan 1 Chen, Yong 1 Cheng, Ziteng 1 Deelstra, Griselda 1 Dehay, Dominique 1 Dehling, Herold G. 1 Dong, Mei 1 Dong, Yi 1 Döring, Leif 1 D’Ovidio, Mirko 1 Duan, Xi-liang 1 Fan, Ruzong 1 Franke, Brice 1 Gailus, Siragan 1 Ganguly, Arnab 1 Garcia, Oscar A. 1 Giorno, Virginia 1 Gray, Alison J. 1 Greenhalgh, David 1 Han, Zheng 1 Hotta, Luiz Koodi 1 Hu, Hongchang 1 Huang, Yicong 1 Janák, Josef 1 Khalil, Marwa 1 Kott, Thomas 1 Kříž, Pavel 1 Kubilius, Kȩstutis 1 Ladroue, Christophe 1 Laurini, Márcio Poletti 1 Leonenko, G. M. 1 Leonenko, Nikolai N. 1 Li, Chunli 1 Li, Shengfeng 1 Li, Ying 1 Li, Zenghu 1 Lin, Jinguan 1 Liu, Bingquan 1 Liu, Junfeng 1 Liu, Yurong 1 Lohvinenko, Stanislav 1 Long, Hongwei 1 Mao, Shuhua 1 Mao, Xuerong 1 Mcgoff, Kevin 1 Mishra, Mahendra Nath 1 Mishura, Yuliya Stepanivna 1 Mörs, Michael 1 Mukherjee, Sayan 1 Mummert, Anna 1 Otunuga, Olusegun Michael 1 Pagnini, Gianni 1 Pan, Jiafeng 1 Pan, Xiong 1 Pan, Yurong 1 Papavasiliou, Anastasia 1 Paradisi, Paolo 1 Phillips, Timothy N. 1 Pillai, Natesh S. ...and 46 more Authors all top 5 Cited in 53 Serials 9 Statistics & Probability Letters 8 Journal of Statistical Planning and Inference 8 Statistical Inference for Stochastic Processes 6 Fractional Calculus & Applied Analysis 4 Stochastic Processes and their Applications 3 Journal of Mathematical Analysis and Applications 3 Methodology and Computing in Applied Probability 3 Stochastics and Dynamics 2 The Annals of Statistics 2 Applied Mathematics and Computation 2 Journal of Applied Probability 2 Journal of Computational and Applied Mathematics 2 Journal of Multivariate Analysis 2 Computational Statistics 2 Communications in Statistics. Simulation and Computation 2 Communications in Statistics. Theory and Methods 2 Mathematical Problems in Engineering 2 Acta Mathematica Sinica. English Series 2 Advances in Difference Equations 2 Journal of the Korean Statistical Society 2 Frontiers of Mathematics in China 2 Science China. Mathematics 2 International Journal of Stochastic Analysis 1 The Canadian Journal of Statistics 1 Computers & Mathematics with Applications 1 International Journal of General Systems 1 Journal of Mathematical Biology 1 Applied Mathematics and Optimization 1 International Journal of Mathematics and Mathematical Sciences 1 Proceedings of the American Mathematical Society 1 Stochastic Analysis and Applications 1 Applied Numerical Mathematics 1 Statistics 1 Journal of Theoretical Probability 1 Computational Statistics and Data Analysis 1 Statistical Papers 1 Random Operators and Stochastic Equations 1 Monte Carlo Methods and Applications 1 Bernoulli 1 Journal of Nonparametric Statistics 1 Abstract and Applied Analysis 1 Journal of Inequalities and Applications 1 International Journal of Nonlinear Sciences and Numerical Simulation 1 Quantitative Finance 1 Statistical Methods and Applications 1 Stochastics 1 Statistical Methodology 1 Electronic Journal of Statistics 1 Journal of Nonlinear Science and Applications 1 Algorithms 1 Statistics Surveys 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 Modern Stochastics. Theory and Applications all top 5 Cited in 13 Fields 90 Probability theory and stochastic processes (60-XX) 81 Statistics (62-XX) 18 Numerical analysis (65-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Partial differential equations (35-XX) 6 Systems theory; control (93-XX) 2 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Biology and other natural sciences (92-XX) 1 Real functions (26-XX) 1 Difference and functional equations (39-XX) 1 Operator theory (47-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year