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Bishwal, Jaya P. N.

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Author ID: bishwal.jaya-p-n Recent zbMATH articles by "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

Publications by Year

Citations contained in zbMATH

18 Publications have been cited 159 times in 104 Documents Cited by Year
Parameter estimation in stochastic differential equations. Zbl 1134.62058
Bishwal, Jaya P. N.
53
2008
Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations. Zbl 0936.60024
Bishwal, J. P. N.
19
1999
Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes. Zbl 1236.62097
Lee, Chihoon; Bishwal, Jaya P. N.; Lee, Myung Hee
12
2012
Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: continuous and discrete sampling. Zbl 1273.62056
Bishwal, Jaya P. N.
11
2011
Large deviations in testing fractional Ornstein-Uhlenbeck models. Zbl 1144.62335
Bishwal, Jaya P. N.
10
2008
Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process. Zbl 0973.62068
Bishwal, J. P. N.
10
2000
Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process. Zbl 0979.62061
Bishwal, J. P. N.; Bose, A.
8
2001
Large deviations and Berry-Esseen inequalities for estimators in nonlinear nonhomogeneous diffusions. Zbl 1149.62072
Bishwal, Jaya P. N.
6
2007
Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process. Zbl 1094.62105
Bishwal, Jaya P. N.
5
2006
Approximate maximum likelihood estimation for diffusion processes from discrete observations. Zbl 0864.60048
Mishra, M. N.; Bishwal, J. P. N.
5
1995
Speed of convergence of the maximum likelihood estimator in the Ornstein-Uhlenbeck process. Zbl 0925.62357
Bishwal, J. P. N.; Bose, Arup
4
1995
Maximum likelihood estimation in Skorohod stochastic differential equations. Zbl 1184.62145
Bishwal, Jaya P. N.
3
2010
The Bernstein - von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs. Zbl 0995.62074
Bishwal, 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 0989.62044
Bishwal, J. P. N.
3
2001
Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process. Zbl 0955.60075
Bishwal, J. P. N.
3
2000
Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process. Zbl 1197.62119
Bishwal, Jaya P. N.
2
2010
Stochastic moment problem and hedging of generalized Black-Scholes options. Zbl 1228.91074
Bishwal, Jaya P. N.
1
2011
A new estimating function for discretely sampled diffusions. Zbl 1164.62035
Bishwal, Jaya P. N.
1
2007
Sequential maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes. Zbl 1236.62097
Lee, Chihoon; Bishwal, Jaya P. N.; Lee, Myung Hee
12
2012
Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: continuous and discrete sampling. Zbl 1273.62056
Bishwal, Jaya P. N.
11
2011
Stochastic moment problem and hedging of generalized Black-Scholes options. Zbl 1228.91074
Bishwal, Jaya P. N.
1
2011
Maximum likelihood estimation in Skorohod stochastic differential equations. Zbl 1184.62145
Bishwal, Jaya P. N.
3
2010
Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein-Uhlenbeck process. Zbl 1197.62119
Bishwal, Jaya P. N.
2
2010
Parameter estimation in stochastic differential equations. Zbl 1134.62058
Bishwal, Jaya P. N.
53
2008
Large deviations in testing fractional Ornstein-Uhlenbeck models. Zbl 1144.62335
Bishwal, Jaya P. N.
10
2008
Large deviations and Berry-Esseen inequalities for estimators in nonlinear nonhomogeneous diffusions. Zbl 1149.62072
Bishwal, Jaya P. N.
6
2007
A new estimating function for discretely sampled diffusions. Zbl 1164.62035
Bishwal, Jaya P. N.
1
2007
Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein-Uhlenbeck process. Zbl 1094.62105
Bishwal, Jaya P. N.
5
2006
The Bernstein - von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs. Zbl 0995.62074
Bishwal, J. P. N.
3
2002
Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process. Zbl 0979.62061
Bishwal, 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 0989.62044
Bishwal, J. P. N.
3
2001
Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process. Zbl 0973.62068
Bishwal, J. P. N.
10
2000
Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process. Zbl 0955.60075
Bishwal, J. P. N.
3
2000
Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations. Zbl 0936.60024
Bishwal, J. P. N.
19
1999
Approximate maximum likelihood estimation for diffusion processes from discrete observations. Zbl 0864.60048
Mishra, M. N.; Bishwal, J. P. N.
5
1995
Speed of convergence of the maximum likelihood estimator in the Ornstein-Uhlenbeck process. Zbl 0925.62357
Bishwal, J. P. N.; Bose, Arup
4
1995
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

Citations by Year