Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions (Q5079022)

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scientific article; zbMATH DE number 7532107
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    Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions
    scientific article; zbMATH DE number 7532107

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      Parameter estimation for certain nonstationary processes driven by <i>α</i>-stable motions (English)
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      25 May 2022
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      nonstationary processes
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      \(\alpha\)-stable processes
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      trajectory fitting method
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      consistency
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      stable distribution
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