Statistical inference for reciprocal gamma diffusion process (Q1036702)
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scientific article; zbMATH DE number 5632721
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| English | Statistical inference for reciprocal gamma diffusion process |
scientific article; zbMATH DE number 5632721 |
Statements
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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0.8286852240562439
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0.7905524969100952
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0.7553423643112183
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0.7547143697738647
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0.7495098114013672
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