1 citations · 3 across the 8 of their papers we have counts for
8 papers
Nonparametric estimation of linear multiplier in stochastic differential equations driven by -stable noise
B. L. S. Prakasa Rao
We discuss nonparametric estimation of linear multiplier in a trend coefficient in models governed by an -stable small noise.
Maximum likelihood estimation for sub-fractional Vasicek model
B. L. S. Prakasa Rao
We investigate the asymptotic properties of maximum likelihood estimators of the drift parameter for fractional vasicek model driven by a sub-fractional Brownian motion.
Singularity for bifractional and trifractional Brownian motions based on their Hurst indices
B. L. S. Prakasa Rao
We study sufficient conditions which ensure that the probability measures generated by two bifractional Brownian motions on an interval [0,1] are singular with respect to each othe…
Maximum likelihood estimation for stochastic differential equations driven by a mixed fractional Brownian motion with random effects
B. L. S. Prakasa Rao
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.
Nonparametric estimation of trend for SDEs with delay driven by fractional Brownian motion with small noise
B. L. S. Prakasa Rao
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 o…
Parametric Estimation for Processes Driven by Infinite Dimensional Mixed Fractional Brownian Motion
B. L. S. Prakasa Rao
Parametric and nonparametric inference for stochastic processes driven by a fractional Brownian motion were investigated in Mishura (2008) and Prakasa Rao(2010) among others. Simil…
Nonparametric Estimation of Linear Multiplier for Processes Driven by Mixed fractional Brownian Motion
B. L. S. Prakasa Rao
We study the problem of nonparametric estimation of linear multiplier function for processes satisfying stochastic differential equations of the type $dX_t=θ(t)X_tdt+\epsilon…
Berry-Esseen Type Bound for Fractional Ornstein-Uhlenbeck Type Process Driven by Sub-fractional Brownian Motion
B. L. S. Prakasa Rao
We obtain a Berry-Esseen type bound for the distribution of the maximum likelihood estimator of the drift parameter for fractional Ornstein-uhlenbeck type process driven by sub-fra…