Estimation by Stable Motions and its Applications

DOI10.37190/0208-4147.00091OpenAlexW4380519698MaRDI QIDQ6192091

Anirban Das, Lucia Tabacu, Manfred Denker, Anna Levina

Publication date: 12 February 2024

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.37190/0208-4147.00091

zbMATH Keywords

U-statisticsmoment estimatorstochastic integralneural avalanchesstable motion

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09) Stochastic integrals (60H05) Approximations to statistical distributions (nonasymptotic) (62E17)

Cites Work

• On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals
• Almost sure limit theorems for \(U\)-statistics
• Resampling \(U\)-statistics using \(p\)-stable laws
• Critical phenomena in natural sciences. Chaos, fractals, selforganization and disorder: Concepts and tools.
• Linear sample spaces and stable processes
• A new urn model with predetermined strategy
• The Abelian distribution
• Some Structure Theorems for the Symmetric Stable Laws
• A representation theorem for symmetric stable processes and stable measures on H
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