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  Estimations by stable motions and applications

Das, A., Denker, M., Levina, A., & Tabacu, L. (submitted). Estimations by stable motions and applications.

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Item Permalink: https://hdl.handle.net/21.11116/0000-0008-395F-F Version Permalink: https://hdl.handle.net/21.11116/0000-000A-B2DA-7
Genre: Preprint

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https://arxiv.org/pdf/2003.09389.pdf (Any fulltext)
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 Creators:
Das, A, Author
Denker, M, Author
Levina, A1, Author           
Tabacu, L, Author
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1External Organizations, ou_persistent22              

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 Abstract: We propose a nonparametric parameter estimation of confidence intervals when the underlying has large or infinite variance. We explain the method by a simple numerical example and provide an application to estimate the coupling strength in neuronal networks.

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 Dates: 2020-03
 Publication Status: Submitted
 Pages: -
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 Rev. Type: -
 Identifiers: DOI: 10.48550/arXiv.2003.09389
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