Estimation and Approximation of Tempered Stable Distribution
Download or Read eBook Estimation and Approximation of Tempered Stable Distribution PDF written by Peipei Shi and published by . This book was released on 2010 with total page pages. Available in PDF, EPUB and Kindle.
Author | : Peipei Shi |
Publisher | : |
Total Pages | : |
Release | : 2010 |
ISBN-10 | : OCLC:630648331 |
ISBN-13 | : |
Rating | : 4/5 (31 Downloads) |
Book Synopsis Estimation and Approximation of Tempered Stable Distribution by : Peipei Shi
Book excerpt: Tempered stable random variables have a LePage like series representation, which was first introduced by Rosi¶nski. In this dissertation, we study the accuracy of the Rosi¶nski representation as determined by the convergence rates of the series. We also study estimators of parameters of certain tempered stable distributions and construct their confidence intervals. Finally, we present several simulation results for the Gamma-tempered random variable.