Random walk density function with unknown origin

DOI10.1016/0895-7177(93)90166-VzbMath0791.62083OpenAlexW1999410547MaRDI QIDQ1324247

Khalaf E. Ahmad

Publication date: 24 May 1994

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(93)90166-v

zbMATH Keywords

Brownian motionmaximum likelihood estimatorsmoment estimatorslognormalinverse GaussianWeibull distributionsefficienciesinformation matricesthree-parameter random walk distribution

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05) Characterization and structure theory of statistical distributions (62E10) Paired and multiple comparisons; multiple testing (62J15)

Related Items

Information geometry and statistical manifold. ⋮ Nonlinear Discriminant Functions for Mixed Random Walk Models

Cites Work

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• Prediction Limits and Two-Sample Problems with Complete or Censored Weibull Data
• The standardized inverse gaussian distribution tables of the cumulative probability function
• Maximum Likelihood Estimation of Parameters in the Inverse Gaussian Distribution, with Unknown Origin
• Discrimination between the Log-Normal and the Weibull Distributions