Maximum likelihood estimators for generalized Cauchy processes
From MaRDI portal
Publication:3544478
DOI10.1063/1.2800162zbMath1152.81516OpenAlexW2032544389MaRDI QIDQ3544478
Hidetoshi Konno, Fumitoshi Watanabe
Publication date: 8 December 2008
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://tsukuba.repo.nii.ac.jp/record/15052/files/JMP_48-10.pdf
Point estimation (62F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Statistical aspects of information-theoretic topics (62B10)
Related Items (6)
Equivalent continuous and discrete realizations of Lévy flights: a model of one-dimensional motion of an inertial particle ⋮ Continuous Markovian model for Lévy random walks with superdiffusive and superballistic regimes ⋮ A generalized Cauchy process having cubic nonlinearity ⋮ Truncated Lévy flights and generalized Cauchy processes ⋮ Generalized Cauchy process based on heavy-tailed distribution and grey relational analysis for reliability predicting of distribution systems ⋮ On \(1/f\) noise
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Statistical properties of a turbulent cascade
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
- On-off intermittency: power spectrum and fractal properties of time series
- A generalized fluctuation-dissipation theorem for the one-dimensional diffusion process
- Low-dimensional chaos in a driven damped nonlinear Schrödinger equation
- Dynamics of the Noise-Induced Phase Transition of the Verhulst Model
- Critical Slowing Down in Stochastic Processes. I
- Stable Infinite Variance Fluctuations in Randomly Amplified Langevin Systems
- Free energies based on generalized entropies and H-theorems for nonlinear Fokker–Planck equations
- Fractal measures and their singularities: The characterization of strange sets
- Statistical-Mechanical Foundation of the Ubiquity of Lévy Distributions in Nature
- The Birth-Death Stochastic Processes of “Solitons” in the 1D Benney Equation
- Stochastic Processes Having Fractional Order Nonlinearity Associated with Hyper Gamma Distribution
- Spatiotemporal intermittency regimes of the one-dimensional complex Ginzburg-Landau equation
- Transport, Collective Motion, and Brownian Motion
- On the Convergence of Ordinary Integrals to Stochastic Integrals
This page was built for publication: Maximum likelihood estimators for generalized Cauchy processes
