38 citations · 55 across the 13 of their papers we have counts for
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Relative Efficiency of Higher Normed Estimators Over the Least Squares Estimator
Gopal K Basak, Samarjit Das, Arijit De +1
In this article, we study the performance of the estimator that minimizes order loss function (for against the estimators which minimizes the orde…
Diffusive Limits for Adaptive MCMC for Normal Target densities
Gopal K. Basak, Arunangshu Biswas
In this paper we apply the Diffusion approximation procedure to a discrete time Adaptive Markov Chain Monte Carlo (AMCMC) method when the target distribution is standard Normal. We…
Asymptotic Properties of an Estimator of the Drift Coefficients of Multidimensional Ornstein-Uhlenbeck Processes that are not Necessarily Stable
Gopal K. Basak, Philip Lee
In this paper, we investigate the consistency and asymptotic efficiency of an estimator of the drift matrix, , of Ornstein-Uhlenbeck processes that are not necessarily stable. W…
Stationarity of Switching VAR and Other Related Models
Gopal K. Basak, Zhan-Qian Lu
Switching ARMA models greatly enhance the standard linear models to the extent that different ARMA model is allowed in a different regime, and the regime switching is typically ass…