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Property / author: Nenad Šuvak / rank
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Property / author: Nikolai N. Leonenko / rank
 
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Latest revision as of 04:44, 2 July 2024

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Statistical inference for reciprocal gamma diffusion process
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    Statistical inference for reciprocal gamma diffusion process (English)
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    13 November 2009
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    asymptotic normality
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    Bessel polynomials
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    consistency
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    heavy-tailed distribution
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    martingale estimation equation
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    method of moments
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    Pearson equation
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    reciprocal gamma distribution
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    reciprocal gamma diffusion
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    stationary distribution
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    Stein equation
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    stochastic differential equation
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