Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions (Q5079022)

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scientific article; zbMATH DE number 7532107
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Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions
scientific article; zbMATH DE number 7532107

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    Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions (English)
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    25 May 2022
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    nonstationary processes
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    \(\alpha\)-stable processes
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    trajectory fitting method
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    consistency
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    stable distribution
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