Statistical analysis of multiplicative schemes: Basic distributions

DOI10.1023/A:1009424705713MaRDI QIDQ5942028zbMATH OpenOpenAlexFDO

Authors V. Yu. Kotlyar, A. Antonov

Publication date 5 May 2003

Published in Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009424705713

zbMATH Keywords

confidence intervalsgeometrical expectationslogarithmically normal distributionsM-estimatessuperefficiencyunbiasedness

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• Multiplicative parameters and estimators: applications in economics and finance
• scientific article; zbMATH DE number 3925871
• scientific article; zbMATH DE number 4007350
• Stability of decompositions in the multiplicative scheme
• Random rates of growth and return: introducing the expo-normal distribution

Cited in

(2)

• Multiplicative parameters and estimators: applications in economics and finance
• The distributions of individual bits in the output of multiplicative operations

This page was built for publication: Statistical analysis of multiplicative schemes: Basic distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5942028)