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Parameter estimation for Fisher–Snedecor diffusion - MaRDI portal

Parameter estimation for Fisher–Snedecor diffusion (Q5402577)

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scientific article; zbMATH DE number 6270142
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English
Parameter estimation for Fisher–Snedecor diffusion
scientific article; zbMATH DE number 6270142

    Statements

    title
    Parameter estimation for Fisher–Snedecor diffusion (English)
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    author
    Florin Avram
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    Nikolai N. Leonenko
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    Nenad Šuvak
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    published in
    Statistics
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    publication date
    14 March 2014
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    zbMATH Keywords
    Fisher-Snedecor polynomials
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    method of moments
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    Pearson's sample correlation coefficient
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    transition density
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    Identifiers

    Mathematics Subject Classification ID
    60G10
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    60J60
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    62M05
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    62M15
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    zbMATH DE Number
    6270142
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    OpenAlex ID
    W2056067450
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