INSTITUTIONAL DIGITAL REPOSITORY

Browsing Year-2017 by Subject "Estimation"

Browsing Year-2017 by Subject "Estimation"

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  • Kumar, A.; Wyłomańska, A.; Gajda, J. (2017-05-23)
    In this paper we study the stable Lévy motion subordinated by the so-called inverse Gaussian process. This process extends the well known normal inverse Gaussian (NIG) process introduced by Barndorff-Nielsen, which arises ...

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