All Stories

  1. Parametric estimation for cusp-type signal driven by fractional Brownian motion

    Article • Stochastic Analysis and Applications, August 2019, Taylor & Francis

    Prof. B. L. S. Prakasa Rao

  2. Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion

    Article • Stochastic Analysis and Applications, May 2019, Taylor & Francis

    Prof. B. L. S. Prakasa Rao

  3. Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion

    Article • Stochastic Analysis and Applications, January 2019, Taylor & Francis

    Prof. B. L. S. Prakasa Rao

  4. On the Skitovich-Darmois-Ramachandran-Ibragimov theorem for linear forms of Q-independent random sequences

    Article • Studia Scientiarum Mathematicarum Hungarica, September 2018, Akademiai Kiado

    Prof. B. L. S. Prakasa Rao

  5. Pricing Geometric Asian Options under Mixed Fractional Brownian Motion Environment with Superimposed Jumps

    Article • Calcutta Statistical Association Bulletin, May 2018, SAGE Publications

    Prof. B. L. S. Prakasa Rao

  6. Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion

    Article • Stochastic Analysis and Applications, February 2018, Taylor & Francis

    Prof. B. L. S. Prakasa Rao

  7. Improved sequential Cramer-Rao type integral inequality

    Article • Sequential Analysis, January 2018, Taylor & Francis

    Prof. B. L. S. Prakasa Rao

  8. Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion

    Article • Random Operators and Stochastic Equations, December 2017, De Gruyter

    Prof. B. L. S. Prakasa Rao

  9. Random fixed point theorems based on orbits of random mappings with some applications to random integral equations

    Article • Random Operators and Stochastic Equations, January 2015, De Gruyter

    Prof. B. L. S. Prakasa Rao

  10. Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes

    Article • Stochastic Analysis and Applications, June 2014, Taylor & Francis

    Prof. B. L. S. Prakasa Rao