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4 papers
Increasing Domain Infill Asymptotics for Stochastic Differential Equations Driven by Fractional Brownian Motion
Trisha Maitra, Sourabh Bhattacharya
Although statistical inference in stochastic differential equations (SDEs) driven by Wiener process has received significant attention in the literature, inference in those driven…
A Short Note on Almost Sure Convergence of Bayes Factors in the General Set-Up
Debashis Chatterjee, Trisha Maitra, Sourabh Bhattacharya
Although there is a significant literature on the asymptotic theory of Bayes factor, the set-ups considered are usually specialized and often involves independent and identically d…
On Classical and Bayesian Asymptotics in Stochastic Differential Equations with Random Effects having Mixture Normal Distributions
Trisha Maitra, Sourabh Bhattacharya
Delattre et al. (2013) considered a system of stochastic differential equations (SDEs) in a random effects setup. Under the independent and identical (iid) situation, and assuming…
On Asymptotic Inference in Stochastic Differential Equations with Time-Varying Covariates
Trisha Maitra, Sourabh Bhattacharya
In this article, we introduce a system of stochastic differential equations (SDEs) consisting of time-dependent covariates and consider both fixed and random effects set-ups. We al…