1 citations · 1 across the 11 of their papers we have counts for
11 papers
Parametric estimation for stochastic wave equations driven by an infinite dimensional fractional Brownian motion
B. L. S. Prakasa Rao
We study the problem of estimation of the parameter in a stochastic wave equation driven by an infinite dimensional fractional Brownian motion.
Doob-type optional sampling theorems for demimartingales with applications to associated sequences
Milto Hadjikyriakou, B. L. S Prakasa Rao
We establish optional sampling inequalities for demimartingales and demisubmartingales under suitable monotonicity assumptions on the stopping rule. First, we establish comparison…
On a characterization of probability distribution based on maxima of independent or max-independent random variables
B. L. S. Prakasa Rao
Kotlarski (1978) proved a result on identification of the distributions of independent random variables and from the joint distribution of the bivariate random vector $(U…
Estimation of bid and ask pricing for European option under mixed fractional Brownian motion environment with superimposed jumps
B. L. S. Prakasa Rao
We investigate the valuation of the bid and ask prices for European option under the mixed fractional Brownian motion environment in the presence of superimposed jumps by an indepe…
Nonparametric estimation of linear multiplier for processes driven by a bifractional Brownian motion
B. L. S. Prakasa Rao
We study the problem of nonparametric estimation of the linear multiplier function for processes satisfying stochastic differential equations of the type $$dX_t=θ(t)X_tdt+εd…
Maximal inequalities for bifractional Brownian motion
B. L. S. Prakasa Rao
We derive some maximal inequalities for the bifractional Brownian motion using comparison theorems for Gaussian processes.
On some characterizations of probability distributions based on maxima or minima of some families of dependent random variables
B. L. S. Prakasa Rao
Most of the characterizations of probability distributions are based on properties of functions of possibly independent random variables. We investigate characterizations of probab…
Discrete Gronwall inequalities for demimartingales
Milto Hadjikyriakou, B. L. S. Prakasa Rao
The aim of this work is to obtain discrete versions of stochastic Gronwall inequalities involving demimartingale sequences. The results generalize the respective theorems for marti…
On the long range dependence of time-changed generalized mixed fractional Brownian motion
B. L. S. Prakasa Rao
We introduce a generalized mixed fractional Brownian motion (gmfBm) as a linear combination of two independent fractional Brownian motions with possibly different Hurst indices and…
Nonparametric estimation of linear multiplier in SDEs driven by general Gaussian processes
B. L. S. Prakasa Rao
We investigate the asymptotic properties of a kernel-type nonparametric estimator of the linear multiplier in models governed by a stochastic differential equation driven by a gene…
Minimum -norm estimation for fractional Ornstein-Uhlenbeck process driven by a Gaussian process
B. L. S. Prakasa Rao
We investigate the asymptotic properties of the minimum -norm estimator of the drift parameter for fractional Ornstein-Uhlenbeck type process driven by a general Gaussian proc…