Edit Profile (opens in new tab) Prakasa Rao, B. L. S. Co-Author Distance Author ID: prakasa-rao.b-l-s Published as: Prakasa Rao, B. L. S.; Prakasa Rao, Bhagavatula Lakshmi Surya; Rao Prakasa, B. L. S. more...less Homepage: https://www.isid.ac.in/~statmath/oldweb/homepageblsp/ External Links: MGP · Wikidata · Google Scholar · dblp · GND Documents Indexed: 275 Publications since 1968, including 9 Books and 8 Additional arXiv Preprints 3 Contributions as Editor · 1 Further Contribution Reviewing Activity: 347 Reviews Co-Authors: 26 Co-Authors with 71 Joint Publications 823 Co-Co-Authors all top 5 Co-Authors 204 single-authored 21 Mishra, Mahendra Nath 11 Dewan, Isha 9 Sreehari, Maddipatla 4 Bagai, Isha 3 Chaubey, Yogendra Prasad 3 Doosti, Hassan 3 Rubin, Herman 2 Basawa, Ishwar V. 2 Hadjikyriakou, Milto 2 Hu, Shuhe 2 Rao, M. Rama Mohana 2 Sen, Arusharka 2 Wang, Xuejun 2 Yang, Wenzhi 1 Aczél, János Dezső 1 Ahsanullah, Mohammad 1 Basu, Asit P. 1 Bhattacharya, C. G. 1 Bingham, Michael S. 1 Block, Henry W. 1 Bondesson, Lennart 1 Borwanker, J. D. 1 Consul, Prem C. 1 Galambos, Janos 1 Godambe, Ashok V. 1 Gokhale, Dattaprabhakar Vinayak 1 Gordon, F. S. 1 Gordon, P. S. 1 Govindarajulu, Zakkula 1 Gyires, Béla 1 Hamedani, Gholamhossein G. 1 Hwang, J. S. 1 Janardan, Konanur G. 1 Kagan, Abram Meerovich 1 Kallianpur, Gopinath 1 Kaminsky, Kenneth S. 1 Kemp, Adrienne W. 1 Kemp, C. David 1 Khatri, Chinubhai Ghelabhai 1 Klebanov, Leo B. 1 Kotlarski, Ignacy Icchak 1 Kotz, Samuel 1 Lau, Kasing 1 Liu, Jicheng 1 Majumder, Partha Pratim 1 Mardia, Kanti V. 1 Muliere, Pietro 1 Nelson, Paul Irwin 1 Neville, A. M. 1 Ord, John Keith 1 Patil, Ganapati P. 1 Puri, Prem S. 1 Rao, Calyampudi Radhakrishna 1 Ratnaparkhi, M. U. 1 Rossberg, Hans-Joachim 1 Rukhin, Andrew L. 1 Saleh, A. K. Md. Ehsanes 1 Seneta, Eugene 1 Shirazi, Esmaeel 1 Singh, Harshinder 1 Singh, Jyotish N. P. 1 Srivastava, Ramesh C. 1 van Ryzin, John 1 Varadarajaperumal, V. 1 Wani, Jagannath K. all top 5 Serials 25 Stochastic Analysis and Applications 22 Statistics & Probability Letters 16 Sankhyā. Series A. Methods and Techniques 10 Communications in Statistics. Theory and Methods 10 Random Operators and Stochastic Equations 8 Annals of the Institute of Statistical Mathematics 8 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 6 Bulletin of Informatics and Cybernetics 6 Statistics & Decisions 6 Journal of the Indian Statistical Association 5 Annals of Mathematical Statistics 4 Indian Journal of Pure & Applied Mathematics 4 Journal of Mathematical Analysis and Applications 4 Theory of Probability and its Applications 4 Journal of Multivariate Analysis 4 Statistics 4 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 3 Teoriya Veroyatnosteĭ i eë Primeneniya 3 Journal of Statistical Planning and Inference 3 Sequential Analysis 3 Theory of Stochastic Processes 3 Journal of Statistical Theory and Practice 3 Journal of the Iranian Statistical Society JIRSS 2 Acta Mathematica Academiae Scientiarum Hungaricae 2 Lithuanian Mathematical Journal 2 Metrika 2 Journal of Applied Probability 2 Publications de l’Institut de Statistique de l’Université de Paris 2 Scandinavian Actuarial Journal 2 Studia Scientiarum Mathematicarum Hungarica 2 Bulletin of the Institute of Mathematics. Academia Sinica 2 Litovskiĭ Matematicheskiĭ Sbornik 2 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 2 Journal of Nonparametric Statistics 2 Journal of Inequalities and Applications 2 Calcutta Statistical Association Bulletin 2 Statistical Inference for Stochastic Processes 2 Brazilian Journal of Probability and Statistics 2 Statistical Methodology 2 Bollettino della Unione Matematica Italiana. Series IV 2 Sankhyā. Series A 1 Advances in Applied Probability 1 American Mathematical Monthly 1 IEEE Transactions on Information Theory 1 Journal of Mathematical and Physical Sciences 1 Mathematical Notes 1 Matematicheskie Zametki 1 Physica A 1 Stochastics 1 Acta Scientiarum Mathematicarum 1 The Australian Journal of Statistics 1 Biometrical Journal 1 Bulletin Mathématique de la Société des Sciences Mathématiques de la République Socialiste de Roumanie. Nouvelle Série 1 Bulletin of Mathematical Statistics 1 Calcutta Statistical Association. Bulletin 1 Gujarat Statistical Review 1 Journal of the Indian Institute of Science 1 Journal of the Korean Mathematical Society 1 Journal of Soviet Mathematics 1 Mathematische Operationsforschung und Statistik. Series Statistics 1 Pacific Journal of Mathematics 1 Proceedings of the American Mathematical Society 1 Sankhyā. Series B. Methodological 1 The Aligarh Journal of Statistics 1 Journal of Time Series Analysis 1 Probability and Mathematical Statistics 1 Journal of Theoretical Probability 1 Journal of the Ramanujan Mathematical Society 1 Journal of Applied Mathematics and Stochastic Analysis 1 Bulletin of the Allahabad Mathematical Society 1 Aequationes Mathematicae 1 Journal of the Australian Mathematical Society. Series A 1 Proceedings of the Indian National Science Academy. Part A. Physical Sciences 1 Serdica 1 Stochastic Processes and their Applications 1 Bulletin de l’Académie Polonaise des Sciences. Série des Sciences Mathématiques 1 Test 1 Teoriya Sluchaĭnykh Protsessov 1 Probability in the Engineering and Informational Sciences 1 JIPAM. Journal of Inequalities in Pure & Applied Mathematics 1 International Journal of Pure and Applied Mathematics 1 Journal Électronique d’Histoire des Probabilités et de la Statistique 1 Stochastics 1 Bulletin de l’Académie Polonaise des Sciences, Série des Sciences Mathématiques, Astronomiques et Physiques 1 Seminarbericht, Humboldt-Universität zu Berlin, Sektion Mathematik 1 Communications in Statistics 1 Monographs on Statistics and Applied Probability 1 NATO ASI Series. Series C. Mathematical and Physical Sciences 1 Kendall’s Library of Statistics 1 Journal of the Indian Society of Agricultural Statistics 1 Sankhyā 1 Probability and its Applications 1 Wiley Series in Probability and Statistics 1 Wiley Series in Probability and Mathematical Statistics all top 5 Fields 187 Probability theory and stochastic processes (60-XX) 184 Statistics (62-XX) 6 Harmonic analysis on Euclidean spaces (42-XX) 5 General and overarching topics; collections (00-XX) 4 Systems theory; control (93-XX) 3 History and biography (01-XX) 3 Difference and functional equations (39-XX) 2 Real functions (26-XX) 2 Integral equations (45-XX) 2 Functional analysis (46-XX) 2 Numerical analysis (65-XX) 2 Computer science (68-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Abstract harmonic analysis (43-XX) 1 Operator theory (47-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 194 Publications have been cited 2,126 times in 1,473 Documents Cited by ▼ Year ▼ Nonparametric functional estimation. Zbl 0542.62025 Prakasa Rao, B. L. S. 312 1983 Statistical inference for stochastic processes. Zbl 0448.62070 Basawa, Ishwar V.; Prakasa Rao, B. L. S. 195 1980 Statistical inference for diffusion type processes. Zbl 0952.62077 Prakasa Rao, B. L. S. 148 1999 Estimation of a unimodal density. Zbl 0181.45901 Prakasa Rao, B. L. S. 101 1969 Asymptotic theory of statistical inference. Zbl 0604.62025 Prakasa Rao, B. L. S. 76 1987 Statistical inference for fractional diffusion processes. Zbl 1211.62143 Prakasa Rao, B. L. S. 75 2010 Conditional independence, conditional mixing and conditional association. Zbl 1314.60054 Prakasa Rao, B. L. S. 51 2009 Semimartingales and their statistical inference. Zbl 0960.62090 Prakasa Rao, B. L. S. 43 1999 Asymptotic theory for nonlinear least squares estimator for diffusion processes. Zbl 0532.62060 Prakasa Rao, B. L. S. 41 1983 Associated sequences, demimartingales and nonparametric inference. Zbl 1298.60007 Prakasa Rao, B. L. S. 36 2012 Identifiability in stochastic models: characterization of probability distributions. Zbl 0746.62008 Prakasa Rao, B. L. S. 35 1992 Estimation of the survival function for stationary associated processes. Zbl 0749.62057 Bagai, Isha; Prakasa Rao, B. L. S. 27 1991 Statistical inference from sampled data for stochastic processes. Zbl 0687.62069 Prakasa Rao, B. L. S. 25 1988 Parametric estimation for linear stochastic differential equations driven by fractional Brownian motion. Zbl 1053.62089 Prakasa Rao, B. L. S. 25 2003 The rate of convergence of the least squares estimator in a non-linear regression model with dependent errors. Zbl 0529.62053 Prakasa Rao, B. L. S. 23 1984 Estimation of the location of the cusp of a continuous density. Zbl 0159.47703 Prakasa Rao, B. L. S. 22 1968 Estimation for distributions with monotone failure rate. Zbl 0214.45903 Prakasa Rao, B. L. S. 20 1970 Pricing geometric Asian power options under mixed fractional Brownian motion environment. Zbl 1400.91607 Prakasa Rao, B. L. S. 19 2016 Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion. Zbl 1274.62563 Mishra, M. N.; Prakasa Rao, B. L. S. 18 2011 A general method for density estimation for associated random variables. Zbl 0979.62017 Dewan, Isha; Prakasa Rao, B. L. S. 17 1999 Nonparametric estimation of the derivatives of a density by the method of wavelets. Zbl 0864.62023 Prakasa Rao, B. L. S. 17 1996 The Bernstein-von Mises theorem for Markov processes. Zbl 0245.62075 Borwanker, J.; Kallianpur, Gopinath; Prakasa Rao, B. L. S. 17 1971 Hájek-Rényi-type inequality for associated sequences. Zbl 1001.60023 Prakasa Rao, B. L. S. 16 2002 Kernel-type density and failure rate estimation for associated sequences. Zbl 0833.62036 Bagai, Isha; Prakasa Rao, B. L. S. 16 1995 On the exponential rate of convergence of the least squares estimator in the nonlinear regression model with Gaussian errors. Zbl 0544.62060 Prakasa Rao, B. L. S. 16 1984 Another characterization of multivariate normal distribution. Zbl 0605.62052 Prakasa Rao, B. L. S.; Sreehari, M. 15 1986 Asymptotic normality for \(U\)-statistics of associated random variables. Zbl 1026.60502 Dewan, I.; Prakasa Rao, B. L. S. 14 2001 Wavelet based estimation of the derivatives of a density for a negatively associated process. Zbl 1211.62061 Chaubey, Yogendra P.; Doosti, Hassan; Prakasa Rao, B. L. S. 13 2008 Central limit theorem for U-statistics of associated random variables. Zbl 1004.60018 Dewan, Isha; Prakasa Rao, B. L. S. 12 2002 Associated sequences and related inference problems. Zbl 1036.62049 Prakasa Rao, B. L. S.; Dewan, Isha 12 2001 Option pricing for processes driven by mixed fractional Brownian motion with superimposed jumps. Zbl 1414.91387 Prakasa Rao, B. L. S. 12 2015 Characterization of the exponential distribution by the relevation transform. Zbl 0716.62014 Lau, Ka Sing; Prakasa Rao, B. L. S. 12 1990 On a characterization of Poisson distribution through inequalities of Chernoff-type. Zbl 0624.62021 Prakasa Rao, B. L. S.; Sreehari, M. 12 1987 Asymptotic inference for stochastic processes. Zbl 0442.62065 Basawa, Ishwar V.; Prakasa Rao, B. L. S. 11 1980 Maximum likelihood estimation for Markov processes. Zbl 0327.62054 Prakasa Rao, B. L. S. 11 1972 Bootstrapping a finite state Markov chain. Zbl 0702.62079 Kulperger, R. J.; Prakasa Rao, B. L. S. 11 1989 Asymptotic theory of least squares estimator in a nonregular nonlinear regression model. Zbl 0558.62054 Prakasa Rao, B. L. S. 11 1985 Asymptotic behavior of M-estimators for the linear model with dependent errors. Zbl 0481.62030 Prakasa Rao, B. L. S. 11 1981 On some inequalities for \(N\)-demimartingales. Zbl 1188.60020 Prakasa Rao, B. L. S. 11 2004 Density estimation for Markov processes using delta-sequences. Zbl 0445.62093 Prakasa Rao, B. L. S. 10 1978 On some maximal inequalities for demisubmartingales and \(N\)-demisuper martingales. Zbl 1143.60016 Prakasa Rao, B. L. S. 10 2007 On conditional Borel-Cantelli lemmas for sequences of random variables. Zbl 1263.60030 Liu, Jicheng; Prakasa Rao, B. L. S. 10 2013 Characterizations of distributions through some identities. Zbl 0428.62011 Prakasa Rao, B. L. S. 9 1979 On a characterization of probability distributions on locally compact Abelian groups. Zbl 0164.49603 Prakasa Rao, B. L. S. 9 1968 Estimation of cusp in nonregular nonlinear regression models. Zbl 1035.62064 Prakasa Rao, B. L. S. 9 2004 Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion. Zbl 06829784 Prakasa Rao, B. L. S. 8 2017 Stochastic integral equations of mixed type. II. Zbl 0273.60038 Prakasa Rao, B. L. S. 8 1973 Remark on the rate of convergence in the random central limit theorem for mixing sequences. Zbl 0306.60011 Prakasa Rao, B. L. S. 8 1975 On some maximal and integral inequalities for sub-fractional Brownian motion. Zbl 1359.60052 Prakasa Rao, B. L. S. 8 2017 Optimal estimation of a signal perturbed by a sub-fractional Brownian motion. Zbl 1364.60047 Prakasa Rao, B. L. S. 8 2017 Chernoff-type inequality and variance bounds. Zbl 0892.60028 Prakasa Rao, B. L. S.; Sreehari, M. 8 1997 Limit distributions of conditional \(U\)-statistics. Zbl 0819.60034 Prakasa Rao, B. L. S.; Sen, Arusharka 8 1995 Wavelet based estimation of the derivatives of a density with associated variables. Zbl 1092.62043 Chaubey, Yogendra P.; Doosti, Hassan; Prakasa Rao, B. L. S. 8 2006 Sequential estimation for fractional Ornstein-Uhlenbeck type process. Zbl 1103.62076 Prakasa Rao, B. L. S. 8 2004 Wavelet linear estimation for derivatives of a density from observations of mixtures with varying mixing proportions. Zbl 1330.62178 Prakasa Rao, B. L. S. 8 2010 Chebyshev’s inequality for Hilbert-space-valued random elements. Zbl 1281.60008 Prakasa Rao, B. L. S. 8 2010 A non-uniform estimate of the rate of convergence in the central limit theorem for m-dependent random fields. Zbl 0465.60028 Prakasa Rao, B. L. S. 7 1981 On the rate of convergence in the random central limit theorem for martingales. Zbl 0314.60035 Prakasa Rao, B. L. S. 7 1974 Estimation for some stochastic partial differential equations based on discrete observations. II. Zbl 1098.62556 Prakasa Rao, B. L. S. 7 2003 Asymptotic study of the maximum likelihood estimator for non-homogeneous diffusion processes. Zbl 0579.62069 Mishra, M. N.; Prakasa Rao, B. L. S. 7 1985 Remarks on univariate elliptical distributions. Zbl 0703.62017 Prakasa Rao, B. L. S. 7 1990 Nonparametric density estimation for functional data by delta sequences. Zbl 1298.62063 Prakasa Rao, B. L. S. 7 2010 Wilcoxon-signed rank test for associated sequences. Zbl 1065.62078 Dewan, Isha; Prakasa Rao, B. L. S. 7 2005 Nonparametric functional estimation: and overview. Zbl 1069.62519 Prakasa Rao, B. L. S. 7 1999 Estimation of distribution and density functions by generalized Bernstein polynomials. Zbl 1213.62067 Prakasa Rao, B. L. S. 7 2005 Asymptotic theory of estimation in nonlinear stochastic differential equations. Zbl 0513.62087 Prakasa Rao, B. L. S.; Rubin, Herman 7 1981 Matrix variance inequalities for multivariate distributions. Zbl 1248.62082 Prakasa Rao, B. L. S. 7 2006 On the rate of convergence of estimators for Markov processes. Zbl 0248.62039 Prakasa Rao, B. L. S. 7 1973 Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion. Zbl 06815262 Prakasa Rao, B. L. S. 7 2017 Nonparametric estimation of linear multiplier for fractional diffusion processes. Zbl 1279.62177 Mishra, M. N.; Prakasa Rao, B. L. S. 7 2011 Singularity of fractional Brownian motions with different Hurst indices. Zbl 1153.60020 Prakasa Rao, B. L. S. 7 2008 Tightness of probability measures generated by stochastic processes on metric spaces. Zbl 0331.60006 Prakasa Rao, B. L. S. 6 1975 Berry-Esseen type bound for density estimators of stationary Markov processes. Zbl 0371.62051 Prakasa Rao, B. L. S. 6 1977 Whittle type inequality for demisubmartingales. Zbl 0997.60008 Prakasa Rao, B. L. S. 6 2002 Maximal inequalities for fractional Brownian motion: an overview. Zbl 1295.60047 Prakasa Rao, B. L. S. 6 2014 Maximal inequalities for \(N\)-demimartingale and strong law of large numbers. Zbl 1223.60019 Wang, Xuejun; Hu, Shuhe; Prakasa Rao, B. L. S.; Yang, Wenzhi 6 2011 Estimation of the integrated squared density derivatives by wavelets. Zbl 1075.62542 Prakasa Rao, B. L. S. 6 1999 Large deviation probabilities for maximum likelihood estimator and Bayes estimator of a parameter for mixed fractional Ornstein-Uhlenbeck type process. Zbl 1448.62063 Mishra, Mahendra Nath; Prakasa Rao, Bhagavatula Lakshmi Surya 6 2017 Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion. Zbl 1198.62081 Prakasa Rao, B. L. S. 5 2008 On the order of approximation in the random central limit theorem for \(m\)-dependent random variables. Zbl 1343.60018 Prakasa Rao, B. L. S.; Sreehari, M. 5 2016 Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion. Zbl 1411.62067 Prakasa Rao, B. L. S. 5 2018 Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion. Zbl 1424.62133 Prakasa Rao, B. L. S. 5 2018 Estimation of the drift for diffusion process. Zbl 0574.62083 Prakasa Rao, B. L. S. 5 1985 On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations. Zbl 1071.62069 Mishra, M. N.; Prakasa Rao, B. L. S. 5 2004 Mann-Whitney test for associated sequences. Zbl 1049.62049 Dewan, Isha; Prakasa Rao, B. L. S. 5 2003 On some maximal inequalities for demimartingales and \(N\)-demimartingales based on concave Young functions. Zbl 1290.60049 Wang, Xuejun; Prakasa Rao, B. L. S.; Hu, Shuhe; Yang, Wenzhi 5 2012 Singularity of subfractional Brownian motions with different Hurst indices. Zbl 1242.60038 Prakasa Rao, B. L. S. 5 2012 Wavelet estimation for derivative of a density in a GARCH-type model. Zbl 1367.62263 Prakasa Rao, B. L. S. 5 2017 Characterizations of probability distributions through linear forms of \(Q\)-conditional independent random variables. Zbl 1384.60056 Prakasa Rao, B. L. S. 5 2016 Upper and lower bounds for probabilities in the conditional Borel-Cantelli Lemma. Zbl 1192.60062 Prakasa Rao, B. L. S. 5 2010 Cramér-Rao type integral inequalities for estimators of functions of multidimensional parameter. Zbl 0762.62014 Prakasa Rao, B. L. S. 5 1992 Nonparametric inference for a class of stochastic partial differential equations based on discrete observations. Zbl 1192.60084 Prakasa Rao, B. L. S. 5 2002 Hoeffding identity, multivariance and multicorrelation. Zbl 1077.62518 Prakasa Rao, B. L. S. 4 1998 Limit theorems for random number of random elements on complete separable metric spaces. Zbl 0264.60003 Prakasa Rao, B. L. S. 4 1973 On the rate of approximation in the multidimensional central limit theorem. Zbl 0374.60029 Prakasa Rao, B. L. S. 4 1977 Bayes estimation for some stochastic partial differential equations. Zbl 1090.62558 Prakasa Rao, B. L. S. 4 2000 Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion. Zbl 1460.62140 Prakasa Rao, B. L. S. 4 2019 Asymptotic theory for two estimators of the generalized failure rate. Zbl 0586.62055 Prakasa Rao, B. L. S.; van Ryzin, J. 4 1985 On the Berry-Esseen bound for maximum likelihood estimator for linear homogeneous diffusion processes. Zbl 0596.62079 Mishra, M. N.; Prakasa Rao, B. L. S. 4 1985 Weak convergence of least squares process in the smooth case. Zbl 0618.62068 Prakasa Rao, B. L. S. 4 1986 Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations. Zbl 1493.62511 Prakasa Rao, B. L. S. 1 2022 Nonparametric estimation for stochastic differential equations driven by mixed fractional Brownian motion with random effects. Zbl 1479.62067 Prakasa Rao, B. L. S. 2 2021 Nonparametric estimation of trend for stochastic differential equations driven by sub-fractional Brownian motion. Zbl 1443.62237 Prakasa Rao, B. L. S. 4 2020 More on maximal inequalities for sub-fractional Brownian motion. Zbl 1436.60042 Prakasa Rao, B. L. S. 3 2020 Parametric estimation for cusp-type signal driven by fractional Brownian motion. Zbl 1436.62408 Mishra, M. N.; Prakasa Rao, B. L. S. 2 2020 Nonparametric estimation of linear multiplier for stochastic differential equations driven by fractional Lévy process with small noise. Zbl 1473.62111 Prakasa Rao, B. L. S. 1 2020 Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion. Zbl 1460.62140 Prakasa Rao, B. L. S. 4 2019 Nonparametric estimation of linear multiplier for processes driven by subfractional Brownian motion. Zbl 1464.62372 Prakasa Rao, B. L. S. 1 2019 Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by mixed fractional Brownian motion. Zbl 1462.62518 Mishra, M. N.; Prakasa Rao, B. L. S. 1 2019 Parametric estimation for linear stochastic differential equations driven by mixed fractional Brownian motion. Zbl 1411.62067 Prakasa Rao, B. L. S. 5 2018 Berry-Esseen type bound for fractional Ornstein-Uhlenbeck type process driven by sub-fractional Brownian motion. Zbl 1424.62133 Prakasa Rao, B. L. S. 5 2018 Characterizations of probability distributions through \(Q\)-independence. Zbl 1434.60063 Prakasa Rao, B. L. S. 3 2018 Improved sequential Cramer-Rao type integral inequality. Zbl 1486.62235 Prakasa Rao, B. L. S. 2 2018 Instrumental variable estimation for stochastic differential equations linear in drift parameter and driven by a sub-fractional Brownian motion. Zbl 1401.62137 Prakasa Rao, B. L. S. 2 2018 Wavelet estimation for derivative of a density in the presence of additive noise. Zbl 1404.62035 Prakasa Rao, B. L. S. 2 2018 On the Skitovich-Darmois-Ramachandran-Ibragimov theorem for linear forms of \(Q\)-independent random sequences. Zbl 1424.60012 Prakasa Rao, B. L. S. 2 2018 Estimation of drift parameter and change point via Kalman-Bucy filter for linear systems with signal driven by a fractional Brownian motion and observation driven by a Brownian motion. Zbl 1401.62133 Mishra, Mahendra Nath; Prakasa Rao, Bhagavatula Lakshmi Surya 1 2018 Characterization of probability measures on locally compact abelian groups via \(Q\)-independence. Zbl 1424.60004 Prakasa Rao, B. L. S. 1 2018 Instrumental variable estimation for a linear stochastic differential equation driven by a mixed fractional Brownian motion. Zbl 06829784 Prakasa Rao, B. L. S. 8 2017 On some maximal and integral inequalities for sub-fractional Brownian motion. Zbl 1359.60052 Prakasa Rao, B. L. S. 8 2017 Optimal estimation of a signal perturbed by a sub-fractional Brownian motion. Zbl 1364.60047 Prakasa Rao, B. L. S. 8 2017 Parametric estimation for linear stochastic differential equations driven by sub-fractional Brownian motion. Zbl 06815262 Prakasa Rao, B. L. S. 7 2017 Large deviation probabilities for maximum likelihood estimator and Bayes estimator of a parameter for mixed fractional Ornstein-Uhlenbeck type process. Zbl 1448.62063 Mishra, Mahendra Nath; Prakasa Rao, Bhagavatula Lakshmi Surya 6 2017 Wavelet estimation for derivative of a density in a GARCH-type model. Zbl 1367.62263 Prakasa Rao, B. L. S. 5 2017 Optimal estimation of a signal perturbed by a mixed fractional Brownian motion. Zbl 1413.60031 Prakasa Rao, B. L. S. 1 2017 Chebyshev’s inequality for Hilbert-space valued random elements with estimated mean and covariance. Zbl 1386.60019 Prakasa Rao, B. L. S. 1 2017 Characterization of probability measures on Hilbert spaces via \(Q\)-independence. Zbl 1462.60004 Prakasa Rao, B. L. S. 1 2017 Pricing geometric Asian power options under mixed fractional Brownian motion environment. Zbl 1400.91607 Prakasa Rao, B. L. S. 19 2016 On the order of approximation in the random central limit theorem for \(m\)-dependent random variables. Zbl 1343.60018 Prakasa Rao, B. L. S.; Sreehari, M. 5 2016 Characterizations of probability distributions through linear forms of \(Q\)-conditional independent random variables. Zbl 1384.60056 Prakasa Rao, B. L. S. 5 2016 Book review of: F. Belzunce et al., An introduction to stochastic orders. Zbl 1396.00008 Prakasa Rao, B. L. S. 3 2016 Local asymptotic normality and estimation via Kalman-Bucy filter for linear systems driven by fractional Brownian motions. Zbl 1342.62154 Mishra, M. N.; Prakasa Rao, B. L. S. 1 2016 Random central limit theorem for associated random variables and the order of approximation. Zbl 1336.60050 Prakasa Rao, B. L. S.; Sreehari, M. 1 2016 Local asymptotic normality and estimation via Kalman-Bucy filter for a linear system with signal driven by a fractional Brownian motion and observation driven by a Brownian motion. Zbl 1462.62566 Mishra, M. N.; Prakasa Rao, B. L. S. 1 2016 Conditions for singularity for measures generated by two fractional psuedo-diffusion processes. Zbl 1344.60041 Prakasa Rao, B. L. S. 1 2016 Option pricing for processes driven by mixed fractional Brownian motion with superimposed jumps. Zbl 1414.91387 Prakasa Rao, B. L. S. 12 2015 Corrigendum to “Central limit theorem for U-statistics of associated random variables”. Zbl 1398.60041 Dewan, Isha; Prakasa Rao, B. L. S. 3 2015 Filtered fractional Poisson processes. Zbl 1487.60087 Prakasa Rao, B. L. S. 2 2015 Maximal inequalities for fractional Brownian motion: an overview. Zbl 1295.60047 Prakasa Rao, B. L. S. 6 2014 Estimation of change point for switching fractional diffusion processes. Zbl 1317.60042 Mishra, M. N.; Prakasa Rao, B. L. S. 4 2014 Estimation of drift parameter and change point for switching fractional diffusion processes. Zbl 1296.62180 Mishra, M. N.; Prakasa Rao, B. L. S. 3 2014 On conditional Borel-Cantelli lemmas for sequences of random variables. Zbl 1263.60030 Liu, Jicheng; Prakasa Rao, B. L. S. 10 2013 Some maximal inequalities for fractional Brownian motion with polynomial drift. Zbl 1274.60126 Prakasa Rao, B. L. S. 3 2013 Characterization of distributions based on functions of conditionally independent random variables. Zbl 1462.62093 Prakasa Rao, B. L. S. 1 2013 Associated sequences, demimartingales and nonparametric inference. Zbl 1298.60007 Prakasa Rao, B. L. S. 36 2012 On some maximal inequalities for demimartingales and \(N\)-demimartingales based on concave Young functions. Zbl 1290.60049 Wang, Xuejun; Prakasa Rao, B. L. S.; Hu, Shuhe; Yang, Wenzhi 5 2012 Singularity of subfractional Brownian motions with different Hurst indices. Zbl 1242.60038 Prakasa Rao, B. L. S. 5 2012 Remarks on maximal inequalities for non-negative demisubmartingales. Zbl 1247.60025 Prakasa Rao, B. L. S. 1 2012 Nonparametric estimation of trend for stochastic differential equations driven by fractional Brownian motion. Zbl 1274.62563 Mishra, M. N.; Prakasa Rao, B. L. S. 18 2011 Nonparametric estimation of linear multiplier for fractional diffusion processes. Zbl 1279.62177 Mishra, M. N.; Prakasa Rao, B. L. S. 7 2011 Maximal inequalities for \(N\)-demimartingale and strong law of large numbers. Zbl 1223.60019 Wang, Xuejun; Hu, Shuhe; Prakasa Rao, B. L. S.; Yang, Wenzhi 6 2011 Statistical inference for fractional diffusion processes. Zbl 1211.62143 Prakasa Rao, B. L. S. 75 2010 Wavelet linear estimation for derivatives of a density from observations of mixtures with varying mixing proportions. Zbl 1330.62178 Prakasa Rao, B. L. S. 8 2010 Chebyshev’s inequality for Hilbert-space-valued random elements. Zbl 1281.60008 Prakasa Rao, B. L. S. 8 2010 Nonparametric density estimation for functional data by delta sequences. Zbl 1298.62063 Prakasa Rao, B. L. S. 7 2010 Upper and lower bounds for probabilities in the conditional Borel-Cantelli Lemma. Zbl 1192.60062 Prakasa Rao, B. L. S. 5 2010 Nonparametric density estimation for functional data via wavelets. Zbl 1318.62124 Prakasa Rao, B. L. S. 3 2010 Conditional independence, conditional mixing and conditional association. Zbl 1314.60054 Prakasa Rao, B. L. S. 51 2009 Wavelet based estimation of the derivatives of a density for a negatively associated process. Zbl 1211.62061 Chaubey, Yogendra P.; Doosti, Hassan; Prakasa Rao, B. L. S. 13 2008 Singularity of fractional Brownian motions with different Hurst indices. Zbl 1153.60020 Prakasa Rao, B. L. S. 7 2008 Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion. Zbl 1198.62081 Prakasa Rao, B. L. S. 5 2008 On some maximal inequalities for demisubmartingales and \(N\)-demisuper martingales. Zbl 1143.60016 Prakasa Rao, B. L. S. 10 2007 Instrumental variable estimation for linear stochastic differential equations driven by fractional Brownian motion. Zbl 1295.62083 Prakasa Rao, B. L. S. 1 2007 Wavelet based estimation of the derivatives of a density with associated variables. Zbl 1092.62043 Chaubey, Yogendra P.; Doosti, Hassan; Prakasa Rao, B. L. S. 8 2006 Matrix variance inequalities for multivariate distributions. Zbl 1248.62082 Prakasa Rao, B. L. S. 7 2006 Wilcoxon-signed rank test for associated sequences. Zbl 1065.62078 Dewan, Isha; Prakasa Rao, B. L. S. 7 2005 Estimation of distribution and density functions by generalized Bernstein polynomials. Zbl 1213.62067 Prakasa Rao, B. L. S. 7 2005 Sequential testing for simple hypotheses for processes driven by fractional Brownian motion. Zbl 1120.62063 Prakasa Rao, B. L. S. 3 2005 Non-uniform and uniform Berry-Esseen type bounds for stationary associated sequences. Zbl 1057.62027 Dewan, Isha; Prakasa Rao, B. L. S. 2 2005 Estimation for translation of a process driven by fractional Brownian motion. Zbl 1101.62068 Prakasa Rao, B. L. S. 1 2005 On some inequalities for \(N\)-demimartingales. Zbl 1188.60020 Prakasa Rao, B. L. S. 11 2004 Estimation of cusp in nonregular nonlinear regression models. Zbl 1035.62064 Prakasa Rao, B. L. S. 9 2004 Sequential estimation for fractional Ornstein-Uhlenbeck type process. Zbl 1103.62076 Prakasa Rao, B. L. S. 8 2004 On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations. Zbl 1071.62069 Mishra, M. N.; Prakasa Rao, B. L. S. 5 2004 Minimum \(L_1\)-norm estimation for fractional Ornstein-Uhlenbeck type processes. Zbl 1097.62075 Prakasa Rao, B. L. S. 4 2004 Identification for linear stochastic systems driven by fractional Brownian motion. Zbl 1153.62351 Prakasa Rao, B. L. S. 3 2004 Moment inequalities for supremum of empirical processes of U-statistic structure and application to density estimation. Zbl 1431.62143 Prakasa Rao, B. L. S. 1 2004 On a bivariate lack of memory property under binary associative operation. Zbl 1087.62022 Prakasa Rao, B. L. S. 1 2004 Parameter estimation for some stochastic partial differential equations driven by infinite dimensional fractional Brownian motion. Zbl 1077.62534 Prakasa Rao, B. L. S. 1 2004 Parametric estimation for linear stochastic differential equations driven by fractional Brownian motion. Zbl 1053.62089 Prakasa Rao, B. L. S. 25 2003 Estimation for some stochastic partial differential equations based on discrete observations. II. Zbl 1098.62556 Prakasa Rao, B. L. S. 7 2003 Mann-Whitney test for associated sequences. Zbl 1049.62049 Dewan, Isha; Prakasa Rao, B. L. S. 5 2003 Characterization of probability distributions via binary associative operation. Zbl 1192.62035 Muliere, Pietro; Prakasa Rao, B. L. S. 1 2003 Hájek-Rényi-type inequality for associated sequences. Zbl 1001.60023 Prakasa Rao, B. L. S. 16 2002 Central limit theorem for U-statistics of associated random variables. Zbl 1004.60018 Dewan, Isha; Prakasa Rao, B. L. S. 12 2002 Whittle type inequality for demisubmartingales. Zbl 0997.60008 Prakasa Rao, B. L. S. 6 2002 Nonparametric inference for a class of stochastic partial differential equations based on discrete observations. Zbl 1192.60084 Prakasa Rao, B. L. S. 5 2002 Approximation of maximum likelihood estimator for diffusion processes from discrete observations. Zbl 1009.62071 Mishra, M. N.; Prakasa Rao, B. L. S. 2 2002 Another Esseen-type inequality for multivariate probability density functions. Zbl 1017.60017 Prakasa Rao, B. L. S. 2 2002 On some problems of estimation for some stochastic partial differential equations. Zbl 1250.60029 Prakasa Rao, B. L. S. 1 2002 Asymptotic normality for \(U\)-statistics of associated random variables. Zbl 1026.60502 Dewan, I.; Prakasa Rao, B. L. S. 14 2001 Associated sequences and related inference problems. Zbl 1036.62049 Prakasa Rao, B. L. S.; Dewan, Isha 12 2001 Cramér-Rao type integral inequalities for general loss functions. Zbl 1002.62009 Prakasa Rao, B. L. S. 3 2001 Asymptotic minimax estimation in nonlinear stochastic differential equations from discrete observations. Zbl 0997.62061 Mishra, M. N.; Prakasa Rao, B. L. S. 2 2001 Nonparametric inference for parabolic stochastic partial differential equations. Zbl 1017.62087 Prakasa Rao, B. L. S. 1 2001 Bayes estimation for some stochastic partial differential equations. Zbl 1090.62558 Prakasa Rao, B. L. S. 4 2000 Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions. Zbl 1079.60503 Dewan, Isha; Prakasa Rao, B. L. S. 1 2000 Bernstein-von Mises type theorem for a class of Hilbert space valued stochastic differential equations. Zbl 0990.60061 Prakasa Rao, B. L. S. 1 2000 Some covariance identities, inequalities and their applications: a review. Zbl 1229.60022 Prakasa Rao, B. L. S. 1 2000 Statistical inference for diffusion type processes. Zbl 0952.62077 Prakasa Rao, B. L. S. 148 1999 ...and 94 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 1,781 Authors 100 Prakasa Rao, B. L. S. 21 Dewan, Isha 17 Wang, Xuejun 16 Bouzebda, Salim 16 Hu, Shuhe 15 Yoshida, Nakahiro 14 Chesneau, Christophe 13 Mishra, Mahendra Nath 13 Yang, Wenzhi 12 Basawa, Ishwar V. 11 Uchida, Masayuki 11 Wang, Jinde 10 Hadjikyriakou, Milto 10 Roussas, George Gregory 10 Wellner, Jon August 9 Efromovich, Sam 9 Lee, Sangyeol 9 Tudor, Ciprian A. 9 Yuan, Demei 8 Christofides, Tasos C. 8 Gutierrez-Sanchez, Ramon 7 Bishwal, Jaya P. N. 7 Chaubey, Yogendra Prasad 7 Doosti, Hassan 7 Ghosal, Subhashis 7 Hall, Peter Gavin 7 Jimenez, Juan Carlos 7 Lopuhaä, Hendrik P. 7 Nafidi, Ahmed 7 Nicolau, João 7 Shimizu, Yasutaka 7 Torres, Soledad 7 Yang, Shanchao 6 Banerjee, Moulinath 6 Hili, Ouagnina 6 Miao, Yu 6 Oliveira, Paulo Eduardo 6 Sen, Bodhisattva 6 Shanbhag, Damodar N. 6 Su, Liangjun 6 Xiao, Weilin 6 Zhu, Lixing 5 Delgado, Miguel Ángel 5 Doukhan, Paul 5 Dutta, Santanu 5 Feng, Yanqin 5 Fuh, Cheng-Der 5 Kim, Yoontae 5 Kutoyants, Yury A. 5 Marron, James Stephen 5 Navarro, Fabien 5 Park, Hyun Suk 5 Shu, Huisheng 5 Spiliopoulos, Konstantinos V. 5 Tatachak, Abdelkader 5 Wang, Qihua 5 Xing, Guodong 5 Yuan, Ao 5 Zang, Qingpei 5 Zhang, Li-Xin 4 Acharya, Sarat Kumar 4 Afendras, Georgios 4 Agarwal, Praveen 4 Ahmad, Ibrahim A. 4 Anevski, Dragi 4 Araya, Héctor 4 Barczy, Mátyás 4 Biscay, Rolando J. 4 Carbonell, Felix 4 Cialenco, Igor 4 Comte, Fabienne 4 Cuevas, Antonio 4 Dachian, Sergueï 4 Deng, Xin 4 Ditlevsen, Susanne 4 Dumitrescu, Monica E. Bad 4 Durot, Cécile 4 Fazekas, István 4 Fraiman, Ricardo 4 Garg, Mansi 4 Groeneboom, Piet 4 Han, Qiyang 4 Jiang, Hui 4 Karunamuni, Rohana J. 4 Lei, Qingzhu 4 Li, Xiaoqin 4 Lin, Jinguan 4 Long, Hongwei 4 Matuła, Przemysław 4 Mishura, Yuliya Stepanivna 4 Mojirsheibani, Majid 4 Nair, N. Unnikrishnan 4 Nelson, Paul Irwin 4 Nemouchi, Boutheina 4 Ouimet, Frédéric 4 Qin, Yongsong 4 Samworth, Richard J. 4 Sankaran, Paduthol Godan 4 Singh, Saroja Kumar 4 Sunklodas, Jonas Kazys ...and 1,681 more Authors all top 5 Cited in 248 Serials 149 Statistics & Probability Letters 102 Journal of Statistical Planning and Inference 102 Communications in Statistics. Theory and Methods 62 The Annals of Statistics 58 Journal of Multivariate Analysis 44 Annals of the Institute of Statistical Mathematics 40 Stochastic Analysis and Applications 38 Journal of Econometrics 35 Stochastic Processes and their Applications 35 Journal of Nonparametric Statistics 30 Statistical Inference for Stochastic Processes 30 Electronic Journal of Statistics 26 Statistics 21 Bernoulli 19 Metrika 19 Computational Statistics and Data Analysis 15 Communications in Statistics. Simulation and Computation 14 Journal of Inequalities and Applications 13 Applied Mathematics and Computation 13 Sequential Analysis 12 Journal of Applied Probability 12 Journal of Statistical Theory and Practice 11 Journal of Mathematical Analysis and Applications 11 Probability Theory and Related Fields 11 Journal of Statistical Computation and Simulation 11 Random Operators and Stochastic Equations 11 Journal of the Korean Statistical Society 10 The Canadian Journal of Statistics 10 Sankhyā. 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Académie des Sciences, Paris 5 Stochastics 4 Theory of Probability and its Applications 4 Kybernetika 4 Journal of Information & Optimization Sciences 4 Insurance Mathematics & Economics 4 Acta Applicandae Mathematicae 4 Science in China. Series A 4 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Australian & New Zealand Journal of Statistics 4 Journal of Applied Statistics 4 Communications in Nonlinear Science and Numerical Simulation 4 Probability in the Engineering and Informational Sciences 4 Stochastic Models 4 Advances in Difference Equations 4 ALEA. Latin American Journal of Probability and Mathematical Statistics 4 Sankhyā. Series B 3 Advances in Applied Probability 3 Journal of Computational Physics 3 Journal of the Franklin Institute 3 Journal of Statistical Physics 3 Mathematical Biosciences 3 The Annals of Probability 3 Fuzzy Sets and Systems 3 Information Sciences 3 International Journal of Mathematics and Mathematical Sciences 3 Journal of Soviet Mathematics 3 Monatshefte für Mathematik 3 European Journal of Operational Research 3 Linear Algebra and its Applications 3 Journal of Mathematical Sciences (New York) 3 Lifetime Data Analysis 3 Abstract and Applied Analysis 3 Fractional Calculus & Applied Analysis 3 Brazilian Journal of Probability and Statistics 3 Journal of Systems Science and Complexity 3 Asia-Pacific Financial Markets 3 Statistical Methods and Applications 3 Frontiers of Mathematics in China 3 AStA. Advances in Statistical Analysis 3 Journal of Function Spaces 3 Modern Stochastics. Theory and Applications 3 AIMS Mathematics 2 International Journal of Systems Science 2 Journal of Mathematical Biology 2 Scandinavian Journal of Statistics 2 Bulletin of Mathematical Biology 2 Chaos, Solitons and Fractals ...and 148 more Serials all top 5 Cited in 40 Fields 1,186 Statistics (62-XX) 708 Probability theory and stochastic processes (60-XX) 108 Numerical analysis (65-XX) 63 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 36 Systems theory; control (93-XX) 31 Biology and other natural sciences (92-XX) 24 Harmonic analysis on Euclidean spaces (42-XX) 23 Operations research, mathematical programming (90-XX) 16 Partial differential equations (35-XX) 16 Computer science (68-XX) 12 Real functions (26-XX) 12 Ordinary differential equations (34-XX) 12 Statistical mechanics, structure of matter (82-XX) 12 Information and communication theory, circuits (94-XX) 11 Operator theory (47-XX) 10 Dynamical systems and ergodic theory (37-XX) 8 History and biography (01-XX) 7 Special functions (33-XX) 6 Approximations and expansions (41-XX) 5 Integral transforms, operational calculus (44-XX) 5 Integral equations (45-XX) 4 Mathematical logic and foundations (03-XX) 4 Measure and integration (28-XX) 4 Sequences, series, summability (40-XX) 4 Functional analysis (46-XX) 4 Geophysics (86-XX) 3 Combinatorics (05-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Difference and functional equations (39-XX) 2 Abstract harmonic analysis (43-XX) 2 General topology (54-XX) 2 Fluid mechanics (76-XX) 1 General and overarching topics; collections (00-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Convex and discrete geometry (52-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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