A Note on α-stable and α-inverse Gaussian Laws
Asian Journal of Probability and Statistics · pp. 29–34 · Published 13 Aug 2022
10.9734/ajpas/2022/v19i230465Abstract
In this article we obtain the first passage time distribution of α-stable Levy processes. We derive the moment estimators of the parameters of α-inverse Gaussian laws and also their asymptotic distribution.
References (8)
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Cited by 1
.. Satheesh
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