Random walk density function with unknown origin
type: Item
instance of: scholarly article
title: Random walk density function with unknown origin
zbMATH Open document ID: 0791.62083
DOI: 10.1016/0895-7177(93)90166-V
published in: Mathematical and Computer Modelling
publication date: 1994-05-24T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62J15
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 571397
zbMATH Keywords: Brownian motion
zbMATH Keywords: three-parameter random walk distribution
zbMATH Keywords: maximum likelihood estimators
zbMATH Keywords: moment estimators
zbMATH Keywords: information matrices
zbMATH Keywords: efficiencies
zbMATH Keywords: inverse Gaussian
zbMATH Keywords: lognormal
zbMATH Keywords: Weibull distributions
author: Khalaf E. Ahmad
MaRDI profile type: Publication
cites work: Q5615180
cites work: Q5585839
cites work: The standardized inverse gaussian distribution tables of the cumulative probability function
cites work: Maximum Likelihood Estimation of Parameters in the Inverse Gaussian Distribution, with Unknown Origin
cites work: Discrimination between the Log-Normal and the Weibull Distributions
cites work: Prediction Limits and Two-Sample Problems with Complete or Censored Weibull Data
full work available at URL: 0895-7177(93)90166-v
OpenAlex ID: W1999410547
description: scientific article; zbMATH DE number 571397