| Stability of a random diffusion with linear drift GK Basak, A Bisi, MK Ghosh Journal of Mathematical Analysis and Applications 202 (2), 604-622, 1996 | 280 | 1996 |
| Stability in distribution for a class of singular diffusions GK Basak, RN Bhattacharya Rabi N. Bhattacharya, 220, 1992 | 95 | 1992 |
| A direct test for the mean variance efficiency of a portfolio G Basak, R Jagannathan, G Sun Journal of Economic Dynamics and Control 26 (7-8), 1195-1215, 2002 | 80 | 2002 |
| Jackknife estimator for tracking error variance of optimal portfolios GK Basak, R Jagannathan, T Ma Management Science 55 (6), 990-1002, 2009 | 52 | 2009 |
| Risk minimizing option pricing for a class of exotic options in a Markov-modulated market GK Basak, MK Ghosh, A Goswami Stochastic Analysis and Applications 29 (2), 259-281, 2011 | 44 | 2011 |
| Stability of degenerate diffusions with state-dependent switching GK Basak, A Bisi, MK Ghosh Journal of mathematical analysis and applications 240 (1), 219-248, 1999 | 41 | 1999 |
| Understanding the origin of extreme events in El Niño southern oscillation A Ray, S Rakshit, GK Basak, SK Dana, D Ghosh Physical Review E 101 (6), 062210, 2020 | 35 | 2020 |
| Ergodic control of degenerate diffusions GK Basak, VS Borkar, MK Ghosh Stochastic analysis and applications 15 (1), 1-17, 1997 | 34 | 1997 |
| Weak convergence of recursions GK Basak, I Hu, CZ Wei Stochastic Processes and their Applications 68 (1), 65-82, 1997 | 33 | 1997 |
| The approximation of long‐memory processes by an ARMA model GK Basak, NH Chan, W Palma Journal of Forecasting 20 (6), 367-389, 2001 | 30 | 2001 |
| Estimating the risk in sample efficient portfolios GK Basak, R Jagannathan, R Ma PhD thesis, Citeseer, 2005 | 27 | 2005 |
| A class of limit theorems for singular diffusions GK Basak Journal of multivariate analysis 39 (1), 44-59, 1991 | 26 | 1991 |
| Query-driven horizontal class partitioning for object-oriented databases L Bellatreche, K Karlapalem, GK Basak Database and Expert Systems Applications: 9th International Conference, DEXA …, 1998 | 24 | 1998 |
| Level-crossing probabilities and first-passage times for linear processes GK Basak, KWR Ho Advances in applied probability 36 (2), 643-666, 2004 | 22 | 2004 |
| Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable GK Basak, P Lee | 19 | 2008 |
| Understanding cross-sectional dependence in panel data GK Basak, S Das arXiv preprint arXiv:1804.08326, 2018 | 16 | 2018 |
| Causal ordering and inference on acyclic networks GK Basak, A Bhattacharjee, S Das Empirical Economics 55, 213-232, 2018 | 14 | 2018 |
| Stability and functional limit theorems for random degenerate diffusions GK Basak, A Bisi, MK Ghosh Sankhyā: The Indian Journal of Statistics, Series A, 12-35, 1999 | 13 | 1999 |
| Text dependent speaker identification using similar patterns in spectrograms T Dutta, GK Basak, M Young PRIP'2007 Proceedings 1, 87-92, 2007 | 12 | 2007 |
| Assessing the risk in sample minimum risk portfolios G Basak, T Ma, R Jagannathan Available at SSRN 528322, 2004 | 10 | 2004 |
Mrinal K. GhoshProfessor of Mathematics, Indian Institute of Science BangalorePatvirtintas el. paštas math.iisc.ernet.in