Two comments on parameter estimation in stable processes
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Publication:1361121
zbMath0882.60045MaRDI QIDQ1361121
Publication date: 18 February 1998
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Asymptotic properties of parametric estimators (62F12) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (4)
On tail parameter estimation in certain point process models ⋮ Local asymptotic normality of truncated empirical processes ⋮ Estimating the index of a stable law via the pot-method ⋮ Comparison of estimators in stable models.
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