Incorporating the stochastic process setup in parameter estimation

DOI10.1007/s11009-014-9426-3zbMath1347.60033OpenAlexW1981522510MaRDI QIDQ905240

Mark Anthony Caruana, Lino Sant

Publication date: 14 January 2016

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-014-9426-3

zbMATH Keywords

parameter estimationLévy processesDirichlet distributiongamma processbridge process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30) Limit theorems in probability theory (60F99)

Related Items

Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation

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