Maximum likelihood estimators for generalized Cauchy processes

DOI10.1063/1.2800162MaRDI QIDQ3544478zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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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Cited in

(6)

• A generalized Cauchy process having cubic nonlinearity
• Truncated Lévy flights and generalized Cauchy processes
• Continuous Markovian model for Lévy random walks with superdiffusive and superballistic regimes
• Equivalent continuous and discrete realizations of Lévy flights: a model of one-dimensional motion of an inertial particle
• 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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