On Statistical Models for d‐Dimensional Stable Processes, and Some Generalizations

DOI10.1111/1467-9469.00171zbMath0947.60017OpenAlexW2031012192MaRDI QIDQ4956059

Reinhard Hoepfner

Publication date: 24 May 2000

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00171

zbMATH Keywords

efficiencyPoisson point processesLévy measurestable processestail parametersaccompanying sequences of experiments

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Parametric estimation of a bivariate stable Lévy process

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