A Note on α-stable and α-inverse Gaussian Laws
S. Satheesh *
School of Data Analytics; M: G: University; Kottayam − 686 560; India.
*Author to whom correspondence should be addressed.
Abstract
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.
Keywords: Asymptotic normality, Brownian motion, estimator, first passage time, inverse Gaussian, Laplace transform, stable
How to Cite
Satheesh, S. 2022. “A Note on α-Stable and α-Inverse Gaussian Laws”. Asian Journal of Probability and Statistics 19 (2):29-34. https://doi.org/10.9734/ajpas/2022/v19i230465.
Downloads
Download data is not yet available.