Maximum likelihood estimators for generalized Cauchy processes
DOI10.1063/1.2800162zbMATH Open1152.81516OpenAlexW2032544389MaRDI QIDQ3544478FDOQ3544478
Authors: Hidetoshi Konno, Fumitoshi Watanabe 
Publication date: 8 December 2008
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Full work available at URL: https://tsukuba.repo.nii.ac.jp/record/15052/files/JMP_48-10.pdf
Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)
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- Truncated Lévy flights and generalized Cauchy processes
- A generalized Cauchy process having cubic nonlinearity
- Continuous Markovian model for Lévy random walks with superdiffusive and superballistic regimes
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- Generalized Cauchy process based on heavy-tailed distribution and grey relational analysis for reliability predicting of distribution systems
- On \(1/f\) noise
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