On Statistical Models for d‐Dimensional Stable Processes, and Some Generalizations

DOI10.1111/1467-9469.00171MaRDI QIDQ4956059zbMATH OpenOpenAlexFDO

Authors R. Höpfner

Publication date 24 May 2000

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00171

zbMATH Keywords

accompanying sequences of experimentsefficiencyLévy measurePoisson point processesstable processestail parameters

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(6)

• Two comments on parameter estimation in stable processes
• Deep factorisation of the stable process. II: Potentials and applications
• A general class of models for stationary two-dimensional random processes
• Slepian models for X²-processes with dependent components with application to envelope upcrossings
• Statistical Models and Methods for Discontinuous Phenomena
• Parametric estimation of a bivariate stable Lévy process

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