Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes (Q2922895)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes |
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Parameter estimation for reciprocal gamma Ornstein–Uhlenbeck type processes (English)
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15 October 2014
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Ornstein-Uhlenbeck type process
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reciprocal gamma distribution
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infinite divisibility
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self-decomposability
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parameter estimation
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method of moments
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minimum contrast method
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Ibragimov functionals
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Whittle functionals
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