Displaying similar documents to “Parameter estimation of sub-Gaussian stable distributions”

Approximated maximum likelihood estimation of parameters of discrete stable family

Lenka Slámová, Lev B. Klebanov (2014)

Kybernetika

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In this article we propose a method of parameters estimation for the class of discrete stable laws. Discrete stable distributions form a discrete analogy to classical stable distributions and share many interesting properties with them such as heavy tails and skewness. Similarly as stable laws discrete stable distributions are defined through characteristic function and do not posses a probability mass function in closed form. This inhibits the use of classical estimation methods such...

Moment estimation methods for stationary spatial Cox processes - A comparison

Jiří Dvořák, Michaela Prokešová (2012)

Kybernetika

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In the present paper we consider the problem of fitting parametric spatial Cox point process models. We concentrate on the moment estimation methods based on the second order characteristics of the point process in question. These methods represent a simulation-free faster-to-compute alternative to the computationally intense maximum likelihood estimation. We give an overview of the available methods, discuss their properties and applicability. Further we present results of a simulation...