Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes (Q2922895)
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scientific article; zbMATH DE number 6355626
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| English | Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes |
scientific article; zbMATH DE number 6355626 |
Statements
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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0.90757334
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0.9062373
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0.90420246
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0.90261674
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0.9006302
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0.89765394
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0.8955834
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Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes (English)
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