Pretraga

Pretražite po imenu i prezimenu autora, mentora, urednika, prevoditelja

Napredna pretraga

Pregled bibliografske jedinice broj: 425503

Parameter estimation for reciprocal gamma and Student diffusion processes

Leonenko, Nikolai; Šuvak, Nenad
Parameter estimation for reciprocal gamma and Student diffusion processes // Proceedings of the 16th European Young Statisticians Meeting
Bukurešt, 2009. str. 195-199 (predavanje, nije recenziran, cjeloviti rad (in extenso), znanstveni)

CROSBI ID: 425503 Za ispravke kontaktirajte CROSBI podršku putem web obrasca

Naslov
Parameter estimation for reciprocal gamma and Student diffusion processes

Autori
Leonenko, Nikolai ; Šuvak, Nenad

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Proceedings of the 16th European Young Statisticians Meeting / - Bukurešt, 2009, 195-199

Skup
16th European Young Statisticians Meeting

Mjesto i datum
Bukurešt, Rumunjska, 24.08.2009. - 28.08.2009

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Nije recenziran

Ključne riječi
Asymptotic normality; Consistency; Method of moments; Orthogonal polynomials; Spectral representation of transition density

Sažetak
We present method of moments estimators for parameters of stationary reciprocal gamma and Student diffusion processes. We prove their consistency and asymptotic normality and discuss the calculation of explicit forms of corresponding limiting covariance matrices.

Izvorni jezik
Engleski

Znanstvena područja
Matematika, Ekonomija



POVEZANOST RADA

Projekti:
010-0101195-1048 - Modeli za ocjenu rizičnosti poslovanja poduzeća (Šarlija, Nataša, MZOS ) ( CroRIS)
235-2352818-1039 - Statistički aspekti problema procjene u nelinearnim parametarskim modelima (Benšić, Mirta, MZOS ) ( CroRIS)

Ustanove:
Ekonomski fakultet, Osijek,
Sveučilište u Osijeku, Odjel za matematiku

Profili:

Avatar Url Nenad Šuvak (autor)

Citiraj ovu publikaciju:

Leonenko, Nikolai; Šuvak, Nenad
Parameter estimation for reciprocal gamma and Student diffusion processes // Proceedings of the 16th European Young Statisticians Meeting
Bukurešt, 2009. str. 195-199 (predavanje, nije recenziran, cjeloviti rad (in extenso), znanstveni)
Leonenko, N. & Šuvak, N. (2009) Parameter estimation for reciprocal gamma and Student diffusion processes. U: Proceedings of the 16th European Young Statisticians Meeting.
@article{article, author = {Leonenko, Nikolai and \v{S}uvak, Nenad}, year = {2009}, pages = {195-199}, keywords = {Asymptotic normality, Consistency, Method of moments, Orthogonal polynomials, Spectral representation of transition density}, title = {Parameter estimation for reciprocal gamma and Student diffusion processes}, keyword = {Asymptotic normality, Consistency, Method of moments, Orthogonal polynomials, Spectral representation of transition density}, publisherplace = {Bukure\v{s}t, Rumunjska} }
@article{article, author = {Leonenko, Nikolai and \v{S}uvak, Nenad}, year = {2009}, pages = {195-199}, keywords = {Asymptotic normality, Consistency, Method of moments, Orthogonal polynomials, Spectral representation of transition density}, title = {Parameter estimation for reciprocal gamma and Student diffusion processes}, keyword = {Asymptotic normality, Consistency, Method of moments, Orthogonal polynomials, Spectral representation of transition density}, publisherplace = {Bukure\v{s}t, Rumunjska} }

Podijeli:





Contrast
Increase Font
Decrease Font
Dyslexic Font
CROSBI koristi kolačiće (cookies) kako bi poboljšao funkcionalnost stranice.