Incorporating the stochastic process setup in parameter estimation

DOI10.1007/S11009-014-9426-3zbMATH Open1347.60033OpenAlexW1981522510MaRDI QIDQ905240FDOQ905240

Authors: Lino Sant, Mark Anthony Caruana 

Publication date: 14 January 2016

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-014-9426-3

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zbMATH Keywords

parameter estimationDirichlet distributiongamma processbridge processLévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12) Parametric inference under constraints (62F30) Limit theorems in probability theory (60F99)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A Bayesian analysis of some nonparametric problems
• A parallel between Brownian bridges and gamma bridges
• The maximum likelihood estimators of the parameters of the gamma distribution are always positively biased
• Properties of estimators for the gamma distribution

Cited In (3)

• Improved on-line estimation for gamma process
• Title not available (Why is that?)
• Non parametric estimation of the measure associated with the Lévy–Khintchine canonical representation

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