Zobrazeno 1 - 10
of 241
pro vyhledávání: '"B. L. S. Prakasa Rao"'
Autor:
null B. L. S. Prakasa Rao
Publikováno v:
Bulletin of informatics and cybernetics. 55(1):1-8
We study the problem of estimation of the parameter in a parabolic stochastic parabolic equation driven by an infinite dimensional mixed fractional Brownian motion.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68b7114561340e051197f13aa057fe21
http://hdl.handle.net/2324/6770308
http://hdl.handle.net/2324/6770308
Autor:
M. N. Mishra, B. L. S. Prakasa Rao
Publikováno v:
Stochastic Analysis and Applications. :1-17
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b2cc2ba05c3a3d4d2fceb4c4caaee426
https://doi.org/10.1080/07362994.2022.2140677
https://doi.org/10.1080/07362994.2022.2140677
Autor:
B. L. S. Prakasa Rao, H. D. Vinod
Publikováno v:
Journal of Quantitative Economics. 20:1-6
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c52046a5dde54465fae673fdf330dd5
https://doi.org/10.1007/s40953-022-00320-z
https://doi.org/10.1007/s40953-022-00320-z
Autor:
B. L. S. Prakasa Rao
Publikováno v:
Journal of the Indian Institute of Science. 102:1145-1175
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4bb0ff3db75ef1ca648e39c79a60e4d6
https://doi.org/10.1007/s41745-021-00271-z
https://doi.org/10.1007/s41745-021-00271-z
Autor:
B. L. S. Prakasa Rao
Publikováno v:
Random Operators and Stochastic Equations. 29:265-277
We investigate the asymptotic properties of maximum likelihood estimators of the drift parameters for the fractional Vasicek model driven by a sub-fractional Brownian motion.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::476f51aba40be5c5f542298010abd8e6
https://doi.org/10.1515/rose-2021-2065
https://doi.org/10.1515/rose-2021-2065
Autor:
B. L. S. Prakasa Rao
Publikováno v:
Stochastic Analysis and Applications. 40:967-977
We investigate the problem of nonparametric estimation of the trend for stochastic differential equations with delay and driven by a fractional Brownian motion through the method of kernel-type est...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bf34d9026e70696fbbcba166239261ac
https://doi.org/10.1080/07362994.2021.1972815
https://doi.org/10.1080/07362994.2021.1972815
Autor:
B. L. S. Prakasa Rao
Publikováno v:
Communications in Statistics - Theory and Methods. 52:3816-3824
We discuss maximum likelihood estimation of parameters for models governed by a stochastic differential equation driven by a mixed fractional Brownian motion with random effects.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::988388def3ccd9df9a4836e444bc847a
https://doi.org/10.1080/03610926.2021.1980048
https://doi.org/10.1080/03610926.2021.1980048
Autor:
B. L. S. Prakasa Rao, T. Krishna Kumar
Publikováno v:
Journal of Quantitative Economics. 19:181-205
CR Rao, the living legend in statistics, is celebrating his birth centenary year in 2020–21. One of the major areas in which Rao made significant contributions to statistics is characterization problems. The main objective of this paper is to conne
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f9b83c9b03b7583b49a451b9f66c55c4
https://doi.org/10.1007/s40953-021-00234-2
https://doi.org/10.1007/s40953-021-00234-2
Autor:
B. L. S. Prakasa Rao
Publikováno v:
Communications in Statistics - Theory and Methods. 51:6529-6534
Prakasa Rao (Sankhya, Series A (1987) 49 199–206) studied characterization of probability distributions by linear functions of independent random variables defined on a homogeneous Markov chain. Th...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::38a32e27f7bc7067d588651360c371fd
https://doi.org/10.1080/03610926.2020.1862873
https://doi.org/10.1080/03610926.2020.1862873
Autor:
B. L. S. Prakasa Rao
Publikováno v:
Journal of the Indian Society for Probability and Statistics. 22:9-25
We investigate the asymptotic properties of the maximum likelihood estimator of the unknown parameters in the fractional Vasicek model driven by a mixed fractional Brownian motion.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::162d32b58af8ff860c6e8c8696cc7a83
https://doi.org/10.1007/s41096-020-00094-8
https://doi.org/10.1007/s41096-020-00094-8