Inference for gamma and stable processes

DOI10.1093/BIOMET/65.1.129MaRDI QIDQ4162347zbMATH OpenOpenAlexFDO

Authors I. V. Basawa, Peter J. Brockwell

Publication date 1978

Published in Biometrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/biomet/65.1.129

Mathematics Subject Classification ID

Inference from stochastic processes (62M99)

Cited in

(12)

• Asymptotic inference for stochastic processes
• Asymptotic theory for estimating the parameters of a Levy process
• Maximum likelihood estimation in branching process with continuous state space
• Exponential families of stochastic processes and Lévy processes
• Nonparametric inference for discretely sampled Lévy processes
• Vine constructions of Lévy copulas
• Estimation of model parameters of dependent processes constructed using Lévy copulas
• TWO‐STEP ESTIMATION OF A MULTI‐VARIATE LÉVY PROCESS
• Parametric estimation of a bivariate stable Lévy process
• Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling
• Statistical specification of jumps under semiparametric semimartingale models
• Model selection for Lévy measures in diffusion processes with jumps from discrete observations

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