Maximum likelihood estimators for generalized Cauchy processes

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

Mathematics Subject Classification ID

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

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