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Moment-based estimation for parameters of general inverse subordinator
Grzesiek, A.
;
Połoczańsk, R.
;
Kumar, A.
;
Wyłomańska, A.
(
2021-06-04
)
Fractional brownian motion delayed by tempered and inverse tempered stable subordinators
Kumar, A.
;
Gajda, J.
;
Wyłomanska, A.
;
Połoczanski, R.
(
2021-08-25
)
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Author
Kumar, A. (2)
Gajda, J. (1)
Grzesiek, A. (1)
Połoczanski, R. (1)
Połoczańsk, R. (1)
Wyłomanska, A. (1)
Wyłomańska, A. (1)
Subject
Subordination (2)
Estimation (1)
Fractional Brownian motion (1)
Inverse subordinator (1)
Inverse tempered stable process (1)
Monte Carlo simulations (1)
Simulation (1)
Tempered stable process (1)
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Date Issued
2021 (2)