JOURNAL ARTICLE

Non-Parametric Estimation for Non-Decreasing Lévy Processes

I. V. BasawaPeter J. Brockwell

Year: 1982 Journal:   Journal of the Royal Statistical Society Series B (Statistical Methodology) Vol: 44 (2)Pages: 262-269   Publisher: Oxford University Press

Abstract

Summary Three non-parametric estimates of the measure corresponding to a non-decreasing Lévy process are discussed. Consistency and the limit distributions of the estimates are studied. The empirical process corresponding to one of the estimates is briefly discussed with an anticipation of an application to goodness-of-fit tests.

Keywords:
Consistency (knowledge bases) Parametric statistics Anticipation (artificial intelligence) Econometrics Goodness of fit Mathematics Limit (mathematics) Estimation Statistics Measure (data warehouse) Applied mathematics Computer science Economics Mathematical analysis Data mining Artificial intelligence

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Citation History

Topics

Probability and Risk Models
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Statistical Distribution Estimation and Applications
Physical Sciences →  Mathematics →  Statistics and Probability
Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance

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