Б. Л. С. Пракаса Рао

CR Rao Advanced Institute of Mathematics, Statistics and Computer Science — India

Economics, Econometrics and Finance · Social Sciences

27h-index6.9kcitations375works0.02yr avg
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Research Topics

Stochastic processes and financial applications(108), Financial Risk and Volatility Modeling(85), Probability and Risk Models(69), Statistical Methods and Inference(65), Bayesian Methods and Mixture Models(48)

Publications373 total

Nonparametric estimation of linear multiplier for processes driven by a bifractional Brownian motion
Statistics·2026
Maximal Inequalities for Centered Gaussian Processes with Quasi-helix Property
Journal of the Indian Society for Probability and Statistics·2025
Nonparametric Estimation of Trend for Stochastic Differential Equations Driven by Multiplicative Stochastic Volatility
Theory of Probability and Its Applications·2025
Intra Oral Photogrammetry (IPG) - A Review
International Journal of Science Architecture Technology and Environment·2025
Estimation for a misspecified change point type signal driven by a fractional Brownian motion
Random Operators and Stochastic Equations·2025
Discrete Grönwall inequalities for demimartingales
Communication in Statistics- Theory and Methods·2025
Parameter estimation for generalized mixed fractional stochastic heat equation
arXiv (Cornell University)·2025Open Access
On the Long Range Dependence of Time-Changed Generalized Mixed Fractional Brownian Motion
Calcutta Statistical Association Bulletin·2025
Advances in Statistical Inference for Processes Driven by Fractional Processes
WORLD SCIENTIFIC eBooks·2025
PARAMETER ESTIMATION FOR GENERALIZED MIXED FRACTIONAL STOCHASTIC HEAT EQUATION
Bulletin of informatics and cybernetics·2025Open Access
Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility
Теория вероятностей и ее применения·2025
Nonparametric estimation of trend for stochastic differential equations driven by multiplicative stochastic volatility
arXiv (Cornell University)·2024Open Access
On a characterization of probability distribution based on maxima of independent or max-independent random variables
arXiv (Cornell University)·2024Open Access
Estimation of bid and ask pricing for European option under mixed fractional Brownian motion environment with superimposed jumps
arXiv (Cornell University)·2024Open Access
Nonparametric estimation of linear multiplier for processes driven by a bifractional Brownian motion
arXiv (Cornell University)·2024Open Access
Maximal inequalities for bifractional Brownian motion
arXiv (Cornell University)·2024Open Access
Weighted Probability Density Estimator with Updated Bandwidths
Journal of Systems Science and Complexity·2024
On Some Characterizations of Probability Distributions Based on Maxima or Minima of Some Families of Dependent Random Variables
Journal of the Indian Society for Probability and Statistics·2024
Fourteen lectures on inference for stochastic processes
Handbook of statistics·2024
MINIMUM L_1-NORM ESTIMATION FOR ORNSTEIN-UHLENBECK TYPE PROCESS DRIVEN BY A GAUSSIAN PROCESS
Bulletin of informatics and cybernetics·2024Open Access
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Frequent Co-authors

Isha Dewan(4), Isha Bagai(3), I. V. Basawa(2), Yogendra P. Chaubey(2), Hassan Doosti(2), M. Sreehari(2), K. R. Parthasarathy(1), C. W. Gardiner(1), U. Narayan Bhat(1), Dietrich Stoyan(1), D. J. Daley(1), Yury A. Kutoyants(1), Ralph T. Hinegardner(1), Daniel E. Feldman(1), Amarjot Kaur(1), Harshinder Singh(1), G. Jogesh Babu(1), T. Subba Rao(1), Michael Sørensen(1), Martin Crowder(1)