4 citations · 6 across the 3 of their papers we have counts for
9 papers · 1 filter
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…
On Classical and Bayesian Asymptotics in State Space Stochastic Differential Equations
Trisha Maitra, Sourabh Bhattacharya
In this article we investigate consistency and asymptotic normality of the maximum likelihood and the posterior distribution of the parameters in the context of state space stochas…
Asymptotic Theory of Bayes Factor in Stochastic Differential Equations: Part II
Trisha Maitra, Sourabh Bhattacharya
The problem of model selection in the context of a system of stochastic differential equations (SDEs) has not been touched upon in the literature. Indeed, properties of Bayes facto…
Asymptotic Theory of Bayes Factor in Stochastic Differential Equations: Part I
Trisha Maitra, Sourabh Bhattacharya
Research on asymptotic model selection in the context of stochastic differential equations (SDEs) is almost non-existent in the literature. In particular, when a collection of SDEs…
On Bayesian Asymptotics in Stochastic Differential Equations with Random Effects
Trisha Maitra, Sourabh Bhattacharya
Delattre et al. (2013) investigated asymptotic properties of the maximum likelihood estimator of the population parameters of the random effects associated with n independent stoch…
On Asymptotics Related to Classical Inference in Stochastic Differential Equations with Random Effects
Trisha Maitra, Sourabh Bhattacharya
Delattre et al. (2013) considered n independent stochastic differential equations (SDEs), where in each case the drift term is associated with a random effect, the distribution of…