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Bounds for the normal approximation of the maximum likelihood estimatorAnastasiou, Andreas; Reinert, Gesine · Bernoulli · 2017
An Approximation for the Maximum Likelihood Estimator of the Infection Rate in the Simple Stochastic EpidemicYoun J. Choi and Norman C. Severo · Biometrika · 1988
An approximation for the maximum likelihood estimator of the infection rate in the simple stochastic epidemicCHOI, YOUN J.; SEVERO, NORMAN C. · Biometrika · 1988
Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein–Uhlenbeck process using random normingsJ.P.N. Bishwal · 2001
Nonparametric Estimation of Linear Multiplier for Fractional Diffusion ProcessesMishra, M. N.; Prakasa Rao, B. L. S. · Stochastic Analysis and Applications · 2011
Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion ProcessesMishra, M. N.; Rao, B. L. S. Prakasa · Stochastic Analysis and Applications · 2014
Parametric estimation for cusp-type signal driven by fractional Brownian motionMishra, M. N.; Prakasa Rao, B. L. S. · Stochastic Analysis and Applications · 2019
On <i>L</i> <sub/>1</sub> -consistency of kernel-type density estimator for stationary markov processesMishra, M. N.; Prakasa Rao, B. L. S. · Communications in Statistics - Theory and Methods · 1995
∈-upper and lower functions for maximum likelihood estimator for processes driven by fractional Brownian motionMishra, M. N.; Rao, B. L. S. Prakasa · Random Operators and Stochastic Equations · 2008
Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motionsMishra, M. N.; Rao, B. L. S. Prakasa · Stochastic Analysis and Applications · 2016
Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equationsMishra, M. N.; Prakasa Rao, B. L. S. · Random Operators and Stochastic Equations · 2005
Random Measures and ApplicationsRao, M. M. · Stochastic Analysis and Applications · 2009
Stability of stochastic integro differiential equationsMao, Xuerong · Stochastic Analysis and Applications · 2000
Umbral Calculus, Martingales, and Associated PolynomialsHammouch, H. · Stochastic Analysis and Applications · 2004
Second Order Stochastic InclusionMichta, Mariusz; Motyl, Jerzy · Stochastic Analysis and Applications · 2004
A note on stochastic convolutionPrato, Giuseppe Da; Zabczyk, Jerzy · Stochastic Analysis and Applications · 1992
A stochastic travelling salesman problemBellman, R.; Roosta, M. · Stochastic Analysis and Applications · 1983
Markov Chain Hitting TimesElliott, Robert J.; van der Hoek, John; Sworder, David · Stochastic Analysis and Applications · 2012
Stratonovich–Taylor expansion and numerical methods <sup>∗</sup>Pettersson, Roger · Stochastic Analysis and Applications · 1992