Publications
Google Scholar Citations
Three Bishwal Books at Amazon
Volatility Book Picture
Total 77 Papers: 38 Papers from 2021-2025 and 56 Papers from 2011-2025
Books
|
|
3. Parameter
Estimation in Stochastic Partial Differential Equations
2. Parameter
Estimation in Stochastic Volatility Models
Springer Nature: Cham, Switzerland (2026) 366 Pages
ISBN: 978-3-031-03861-7
Springer International Publishing
Amazon
Barnes&Noble
Books-A-Million
Blackwell's
Kinokuniya
Kobo
Book Topia
Browns Books
IBS
WorldCat
|
1. Parameter
Estimation in Stochastic |
|
 |
Papers/Articles
78. Third order minimum contrast estimation for nonlinear diffusions,
Journal of Risk and Financial Studies
(2026).
77. Malliavin calculus and bootstrap methods for stochastic volatility models,
European Journal of Mathematics and Applications
5 (19) (2025), 1-32.
76. Analysis of the fractional Cox-Ingersoll-Ross model based on optimal
stopping rules,
European Journal of Mathematics and Applications
5 (11) (2025), 1-25.
75. Minimum contrast estimation in fractional Ornstein-Uhlenbeck driven by
fractional Ornstein-Uhlenbeck process,
Asian Journal of Statistics and Applications 2 (1) (2025), 50-72.
74. On Poisson sampling for estimation in sub-fractional Levy stochastic
volatility models,
European Journal of Statistics
5 (4) (2025), 1-15.
73. Bootstrap confidence interval for fractional diffusions and American options,
European Journal of Mathematics and Applications 5 (5) (2025), 1-14.
72. Second order asymptotics for Vasicek model
driven by Levy processes,
European Journal of Mathematics and Applications 5 (2) (2025), 1-18.
71. Parameter estimation in Levy driven stochastic volatility models,
Journal of Econometrics and Statistics 5 (1) (2025), 57-80.
70. Nonparametric estimation in Heath-Jarrow-Morton term structure models
driven by fractional Levy processes,
Asian European Journal of Probability and Statistics 1 (2) (2024), 89-106.
69. On the Kolmogorov distance for the estimators in the Cox-Ingersoll-Ross model,
European Journal of Mathematics and Applications 4 (22) (2024), 1-32.
68. Conditional least
squares estimation for fractional super Levy processes in
nonlinear SPDEs, European Journal of Mathematical Analysis 4 (12) (2024), 1-17.
67. Quasi-likelihood and quasi-Bayes estimation in noncommutative fractional
SPDEs,
European Journal of Statistics 4 (6) (2024), 1-23.
66. Second order approximate maximum likelihood estimation
for diffusions with
random effect,
Journal of
Statistics Applications & Probability Letters
11 (1) (2024), 13-19.
65. On the Kolmogorov distance for the maximum likelihood estimator in the
explosive Ornstein-Uhlenbeck process,
European Journal of Mathematical Analysis 3 (25) (2023), 1-17.
64. On the sieve estimator for fractional SPDEs from discrete observations,
Markov Processes and Related Fields 29 (3) (2023), 367-402.
63. Approximate maximum likelihood estimation in
fractional stochastic
transport equation,
European Journal of Statistics 3 (14) (2023), 1-19.
62. Model selection using Bayes factors for the Black-Karasinski models,
Asian Journal of Statistical Sciences 3 (1) (2023), 1-12.
61. Parameter estimation for subdiffusions within proteins in nanoscale
biophysics,
Journal of Statistics, Optimization and Data Science
1 (2) (2023), 49-57.
60. Approximate maximum likelihood
estimation in semilinear SPDE,
Dynamic Systems and Applications 32 (1) (2023), 165-188.
59. Bernstein-von Mises theorem and Bayes estimation in interacting particle
systems of diffusions,
European Journal of Statistics 3 (11) (2023), 1-11.
58. Rate of convergence in the Kolmogorov distance for the minimum contrast 57. Asymptotic equivalence of discretely observed
fractional Randleman-Bartter 56. Interest rate derivatives for the fractional Cox-Ingersoll-Ross model,
55. On the Kolmogorov distance for the least squares
estimator in the fractional
estimator in the Heston model,
European Journal of Mathematics and
Applications 3 (22) (2023), 1-26.
model to a fractional Gaussian
shift,
Journal of
Statistics Applications & Probability Letters 10 (3) (2023), 173-189.
Algorithmic Finance 10 (2) (2023), 53-66.
Ornstein-Uhlenbeck process,
European Journal of Mathematical Analysis
3 (14) (2023), 1-17.
54. Quantile estimation in fractional Levy Ornstein-Uhlenbeck processes,
Model Assisted Statistics and Applications 18 (4) (2023), 279-293.
53. Bernstein-von Mises theorem for fractional SPDEs with small volatility,
European Journal of Mathematics and Applications 3 (2) (2023), 1-16.
52. Hypotheses testing in nonergodic fractional Ornstein-Uhlenbeck models,
European Journal of Statistics 3 (6) (2023), 1-15.
51. Le Cam-Stratonovich-Boole theory for Ito diffusions,
Random Operators and Stochastic Equations 31 (2) (2023), 153-176.
50. Parameter estimation for SPDEs driven by cylindrical stable processes,
European Journal of Mathematical Analysis 3 (1) (2023), 1-25.
49. MLE evolution equation for fractional diffusions
and Berry-Esseen
inequality of stochastic gradient descent algorithm for American option,
European Journal of Statistics 2 (13) (2022), 1-31.
48. Mixingale estimation function for mixed fractional SPDEs
with random effect
and random sampling,
European Journal of Mathematics and Applications
2 (12) (2022), 1-16.
47. Quasi-likelihood estimation in fractional Levy
SPDEs from Poisson
sampling,
European Journal of Mathematical Analysis 2 (15) (2022), 1-14.
46. Berry-Esseen inequalities for the fractional
Black-Karasinski model of
term structure of interest rates,
Monte Carlo Methods and Applications
28 (2) (2022), 111-124.
45. On the Stratonovich estimator for the Ito diffusion,
European Journal of Mathematical Analysis 2 (7) (2022), 1-13.
44. Berry-Esseen bounds of the quasi maximum
likelihood estimators
for the discretely observed diffusions,
Applied Math 2 (1) (2022), 39-53.
43. Mixingale estimation function for SPDEs with random sampling,
European Journal of Statistics 2 (1) (2022), 1-13.
42. Berry-Esseen bounds of approximate
Bayes estimators for the discretely observed
Ornstein-Uhlenbeck process,
Asian Journal of Statistical Sciences 1 (2) (2021), 83-122.
41. Statistics of SPDEs: From linear to nonlinear,
European Journal of Statistics
1 (1) (2021), 1-57.
40. A new algorithm for approximate maximum likelihood estimation
in sub-fractional
Chan-Karolyi-Longstaff-Sanders model,
Asian Journal of Probability and Statistics
13 (3) (2021), 62-88.
39. Bernstein-von Mises theorem and small noise asymptotics
of Bayes estimators for
parabolic stochastic partial differential equations,
Theory of Stochastic Processes
23 (1) (2018), 6-17.
38. Sequential maximum likelihood estimation in nonlinear non-Markov diffusion type
processes,
Dynamic Systems and Applications 27 (1) (2018), 107-124.
37. Robust estimation in Gompertz diffusion model of tumor growth,
Open Access Biostatistics and Bioinformatics 1 (5) (2018), 1-5.
36. Conditional least squares estimation for discretely sampled nonergodic diffusions,
Asian Research Journal of Mathematics 7 (4) (2017), 1-18.
35. Maximum likelihood estimation in nonlinear fractional stochastic volatility model,
Asian Research Journal of Mathematics 6 (2) (2017), 1-11.
34. Valuation of real options under persistent shocks,
Journal of Statistics and Management
Systems 20 (5) (2017), 801-815.
33. Hypothesis testing for fractional stochastic partial differential equations with applications
to neurophysiology and finance,
Asian Research Journal of Mathematics 4 (1) (2017), 1-24.
32. Sequential maximum likelihood estimation for reflected
Ornstein-Uhlenbeck processes
(with Chihoon Lee and Myung Lee),
Journal of Statistical Planning and Inference
142 (5) (2012), 1234-1242.
31. Stochastic moment problem and hedging of generalized Black-Scholes options,
Applied Numerical Mathematics 61 (12) (2011), 1271-1280.
30. Minimum contrast estimation in fractional Ornstein-Uhlenbeck process:
continuous and
discrete sampling,
Fractional Calculus and Applied Analysis 14 (3) (2011), 375-410.
29. Berry-Esseen inequalities for discretely observed Ornstein-Uhlenbeck-Gamma process,
Markov Processes and Related Fields 17 (1) (2011), 119-150.
28. Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model,
Journal of Mathematical Finance 1 (3) (2011), 58-62.
27. Sufficiency and Rao-Blackwellization of Vasicek model,
Theory of Stochastic Processes
17 (33) (1) (2011), 12-15.
26. Financial extremes: a short review,
Advances and Applications in Statistics 25 (1) (2011), 1-14.
25. Some new estimators of integrated volatility,
Open Journal of Statistics 1 (2) (2011), 74-80.
24. Sieve estimator for fractional stochastic partial differential equations,
Annals of Constantin
Brancusi 5 (1) (2011), 9-18.
23. Estimation in interacting diffusions: continuous and discrete sampling,
Applied Mathematics
2 (9) (2011), 1154-1158.
22. Milstein approximation of posterior density for diffusions,
International Journal of Pure and
Applied Mathematics 68 (4) (2011), 403-414.
21. Maximum likelihood estimation in Skrorohod stochastic differential equations,
Proceedings of the American Mathematical Society
138 (4) (2010), 1471-1478.
20. Uniform rate of weak convergence
of the minimum contrast estimator in the
Ornstein-Uhlenbeck process, Methodology and Computing in Applied Probability
12 (3) (2010), 323-334.
19. Conditional least squares estimation in diffusion processes based on Poisson sampling,
Journal of Applied Probability and Statistics 5 (2) (2010), 169-180.
18. Sequential Monte Carlo methods for stochastic volatility models: a review,
Journal of Interdisciplinary Mathematics 13 (6) (2010), 619-635.
17. M-estimation for discretely sampled diffusions,
Theory of Stochastic Processes
15 (31) (2) (2009), 62-83.
16. Berry-Esseen inequalities for discretely observed diffusions,
Monte Carlo Methods and
Applications 15
(3) (2009), 229-239.
15. Large deviations in testing fractional Ornstein-Uhlenbeck
models, Statistics & Probability
Letters 78 (8) (2008), 953-962.
14. Large deviations and Berry-Esseen inequalities for estimators in nonlinear nonhomogeneous
diffusions,
RevStat - Statistical Journal 5 (3) (2007), 249-267.
13. A new estimating function for discretely sampled diffusions,
Random Operators and
Stochastic
Equations 15 (1) (2007), 65-88.
12. Sequential maximum likelihood estimation in semimartingales,
Journal of Statistics
and Applications 1 (2-4)
(2006), 143-153.
11. Rates of weak convergence of
approximate minimum contrast estimators for the
discretely observed
Ornstein- Uhlenbeck process,
Statistics & Probability Letters
76 (13) (2006), 1397-1409.
10. Maximum likelihood estimation in
partially observed stochastic differential system
driven by a fractional
Brownian motion,
Stochastic Analysis
and Applications
21
(5) (2003), 995-1007.
9. The Bernstein-von Mises theorem and
spectral
asymptotics of Bayes estimators for
parabolic SPDEs, Journal of the Australian
Mathematical Society 72 (2) (2002), 287-298.
8. Rates of
convergence of approximate maximum likelihood estimators in the
Ornstein-Uhlenbeck process, Computers & Mathematics with
Applications
42
(1-2) (2001), 23-38 (with Arup Bose).
7. Accuracy of normal approximation for
the maximum likelihood and the Bayes
estimators in the Ornstein-Uhlenbeck process using random normings,
Statistics & Probability Letters
52 (4) (2001), 427-439.
6. Rates of convergence of the posterior
distributions and the Bayes estimators in
the Ornstein-Uhlenbeck process,
Random Operators and Stochastic
Equations
8 (1)
(2000), 51-70.
5. Sharp
Uhlenbeck process, Sankhyā Series A 62 (1), (2000), 1-10.
4. Large deviations inequalities for the
maximum likelihood estimator and the Bayes
estimators in nonlinear stochastic
differential equations, Statistics & Probability Letters
43 (2) (1999),
207-215.
3. Bayes and sequential estimation in Hilbert
space valued stochastic differential equations,
Journal of the Korean Statistical
Society 28 (1)
(1999), 96-108.
2. Speed of convergence of the maximum
likelihood estimator in the Ornstein-Uhlenbeck
process, Calcutta Statistical Association
Bulletin 45 (1995),
245-251(with Arup Bose).
1. Approximate maximum likelihood
estimation for diffusion processes from discrete
observations,
Stochastics 52 (1995), 1-13 (with M. N.
Mishra).
Technical Report
1. A note on inference in a bivariate normal distribution model (with Edsel Pena)
SAMSI Technical Report #2009-3