Statistical inference for reciprocal gamma diffusion process (Q1036702)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Statistical inference for reciprocal gamma diffusion process |
scientific article; zbMATH DE number 5632721
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for reciprocal gamma diffusion process |
scientific article; zbMATH DE number 5632721 |
Statements
Statistical inference for reciprocal gamma diffusion process (English)
0 references
13 November 2009
0 references
asymptotic normality
0 references
Bessel polynomials
0 references
consistency
0 references
heavy-tailed distribution
0 references
martingale estimation equation
0 references
method of moments
0 references
Pearson equation
0 references
reciprocal gamma distribution
0 references
reciprocal gamma diffusion
0 references
stationary distribution
0 references
Stein equation
0 references
stochastic differential equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
