| Parameter estimation in stochastic differential equations JPN Bishwal Springer, 2007 | 361 | 2007 |
| Minimum contrast estimation in fractional Ornstein-Uhlenbeck process: Continuous and discrete sampling JPN Bishwal Fractional Calculus and Applied Analysis 14, 375-410, 2011 | 35 | 2011 |
| Sequential maximum likelihood estimation for reflected Ornstein–Uhlenbeck processes C Lee, JPN Bishwal, MH Lee Journal of Statistical Planning and Inference 142 (5), 1234-1242, 2012 | 31 | 2012 |
| Rates of convergence of approximate maximum likelihood estimators in the Ornstein-Uhlenbeck process JPN Bishwal, A Bose Computers & Mathematics with Applications 42 (1-2), 23-38, 2001 | 30 | 2001 |
| Sharp Berry-Esseen bound for the maximum likelihood estimator in the Ornstein-Uhlenbeck process JPN Bishwal Sankhyā: The Indian Journal of Statistics, Series A, 1-10, 2000 | 30 | 2000 |
| Parameter estimation in stochastic volatility models JPN Bishwal Springer Nature, 2022 | 26 | 2022 |
| Estimation in interacting diffusions: Continuous and discrete sampling JPN Bishwal Applied Mathematics 2 (9), 1154-1158, 2011 | 25 | 2011 |
| Rates of convergence of the posterior distributions and the Bayes estimations in the Ornstein-Uhlenbeck process JPN Bishwal Walter de Gruyter, Berlin/New York 8 (1), 51-70, 2000 | 24 | 2000 |
| Large deviations in testing fractional Ornstein–Uhlenbeck models JPN Bishwal Statistics & probability letters 78 (8), 953-962, 2008 | 23 | 2008 |
| Bayes and sequential estimation in Hilbert space valued stochastic differential equations JPN Bishwal Journal of the Korean Statistical Society 28 (1), 93-106, 1999 | 21 | 1999 |
| The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs JPN Bishwal Journal of the Australian Mathematical Society 72 (2), 287-298, 2002 | 19 | 2002 |
| Approximate maximum likelihood estimation for diffusion processes from discrete observations MN Mishra, JPN Bishwal Stochastics: An International Journal of Probability and Stochastic …, 1995 | 19 | 1995 |
| Rates of weak convergence of approximate minimum contrast estimators for the discretely observed Ornstein–Uhlenbeck process JPN Bishwal Statistics & probability letters 76 (13), 1397-1409, 2006 | 17 | 2006 |
| Large deviations inequalities for the maximum likelihood estimator and the Bayes estimators in nonlinear stochastic differential equations JPN Bishwal Statistics & probability letters 43 (2), 207-215, 1999 | 17 | 1999 |
| Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model JPN Bishwal Journal of Mathematical Finance 1 (3), 58, 2011 | 16 | 2011 |
| A new estimating function for discretely sampled diffusions JPN Bishwal Walter de Gruyter 15 (1), 65-88, 2007 | 15 | 2007 |
| Uniform rate of weak convergence of the minimum contrast estimator in the Ornstein–Uhlenbeck process JPN Bishwal Methodology and Computing in Applied Probability 12, 323-334, 2010 | 14 | 2010 |
| Speed of convergence of the maximum likelihood estimator in the Ornstein-Uhlenbeck process JPN Bishwal, A Bose Calcutta Statistical Association Bulletin 45 (3-4), 245-252, 1995 | 13 | 1995 |
| Maximum likelihood estimation in partially observed stochastic differential system driven by a fractional Brownian motion JPN Bishwal Taylor & Francis Group 21 (5), 995-1007, 2003 | 11 | 2003 |
| Accuracy of normal approximation for the maximum likelihood estimator and Bayes estimators in the Ornstein–Uhlenbeck process using random normings JPN Bishwal Statistics & probability letters 52 (4), 427-439, 2001 | 10 | 2001 |
