Jaya P. N. Bishwal

发表

Berry–Esseen inequalities for discretely observed diffusions

Jaya P. N. Bishwal, 2009, Monte Carlo Methods Appl..

Bayes and Sequential Estimation in Stochastic PDEs

Jaya P. N. Bishwal, 2008 .

Sequential Monte Carlo methods for stochastic volatility models: a review

Jaya P. N. Bishwal, 2010 .

A New Algorithm for Approximate Maximum Likelihood Estimation in Sub-fractional Chan-Karolyi-Longstaff-Sanders Model

Jaya P. N. Bishwal, J. Bishwal, 2021 .

Parameter estimation in stochastic differential equations

Jaya P. N. Bishwal, J. Bishwal, 2007 .

Quasi-likelihood Estimation in Fractional Levy SPDEs from Poisson Sampling

Jaya P. N. Bishwal, 2022, European Journal of Mathematical Analysis.

Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion

Jaya P. N. Bishwal, 2003 .

MLE Evolution Equation for Fractional Diffusions and Berry-Esseen Inequality of Stochastic Gradient Descent Algorithm for American Option

Jaya P. N. Bishwal, J. Bishwal, 2022, European Journal of Statistics.

Sequential maximum likelihood estimation for reflected Ornstein–Uhlenbeck processes

Jaya P. N. Bishwal, Chihoon Lee, Myung Hee Lee, 2012 .

Parameter Estimation for SPDEs Driven by Cylindrical Stable Processes

Jaya P. N. Bishwal, J. Bishwal, 2022, European Journal of Mathematical Analysis.

Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process

Jaya P. N. Bishwal, 2000 .