Estimations by stable motions and applications

Das, A; Denker, M; Levina, A; Tabacu, L

doi:10.48550/arXiv.2003.09389

Item

ITEM ACTIONSEXPORT

Add to Basket

Local TagsRelease HistoryDetailsSummary

Released

Preprint

Estimations by stable motions and applications

MPS-Authors

There are no MPG-Authors in the publication available

External Resource

https://arxiv.org/pdf/2003.09389.pdf
(Any fulltext)

Fulltext (restricted access)

There are currently no full texts shared for your IP range.

Fulltext (public)

There are no public fulltexts stored in PuRe

Supplementary Material (public)

There is no public supplementary material available

Citation

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

Cite as: https://hdl.handle.net/21.11116/0000-0008-395F-F

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.