Random walk density function with unknown origin

DOI10.1016/0895-7177(93)90166-VMaRDI QIDQ1324247zbMATH OpenOpenAlexFDO

Authors Khalaf E. Ahmad

Publication date 24 May 1994

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0895-7177(93)90166-v

zbMATH Keywords

Brownian motionmaximum likelihood estimatorsmoment estimatorslognormalinverse GaussianWeibull distributionsefficienciesinformation matricesthree-parameter random walk distribution

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Asymptotic distribution theory in statistics (62E20) Characterization and structure theory of statistical distributions (62E10) Paired and multiple comparisons; multiple testing (62J15)

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Cites work

• scientific article; zbMATH DE number 3304519 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• Discrimination between the Log-Normal and the Weibull Distributions
• Maximum Likelihood Estimation of Parameters in the Inverse Gaussian Distribution, with Unknown Origin
• Prediction Limits and Two-Sample Problems with Complete or Censored Weibull Data
• The standardized inverse gaussian distribution tables of the cumulative probability function

Cited in

(5)

• scientific article; zbMATH DE number 524373 (Why is no real title available?)
• A two-parameter random walk with approximate exponential probability distribution
• Estimation in sparsely sampled random walks
• Nonlinear discriminant functions for mixed random walk models
• Information geometry and statistical manifold.

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