Prakasa Rao

Estimation of change point via Kalman-Bucy filter for linear systems driven by fractional Brownian motions

M. N. Mishra, Prakasa Rao, 2016 .

Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions

B. P. Rao, M. N. Mishra, Prakasa Rao, 2016 .

CRRAO Advanced Institute of Mathematics, Statistics and Computer Science (AIMSCS) ESTIMATION OF DRIFT PARAMETER AND CHANGE POINT VIA KALMAN-BUCY FILTER FOR LINEAR SYSTEMS WITH SIGNAL DRIVEN BY A FRACTIONAL BROWNIAN MOTION AND OBSERVATION DRIVEN BY A BROWNIAN MOTION Research

Prakasa Rao, M. N. Mishra, 2017 .

Non-uniform and uniform Berry–Esseen type bounds for stationary associated sequences

Isha Dewan, Prakasa Rao, 2005 .