Estimation of stopping times for stopped self-similar random processes
From MaRDI portal
Publication:2046303
DOI10.1007/s11203-020-09234-0zbMath1473.62124arXiv1905.10165OpenAlexW3135753856MaRDI QIDQ2046303
Publication date: 17 August 2021
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1905.10165
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Stopping times; optimal stopping problems; gambling theory (60G40) Self-similar stochastic processes (60G18)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Statistical inference for time-changed Lévy processes via Mellin transform approach
- Statistical Skorohod embedding problem: optimality and asymptotic normality
- Mellin transforms and asymptotics: Harmonic sums
- A direct approach to the Mellin transform
- Adaptive Laguerre density estimation for mixed Poisson models
- Introduction to nonparametric estimation
This page was built for publication: Estimation of stopping times for stopped self-similar random processes