Institut für Mathematik | AG Stochastik | Statistik stochastischer Prozesse

R. Höpfner and J. Jacod, Some remarks on the joint estimation of the index and the scale parameter for stable prozesses.
In: P. Mandl and M. Huskova (Eds.): Asymptotic Statistics.
Proceedings of the Fifth Prague Symposium 1993, pp. 273-284
Physica-Verlag: Heidelberg 1994
Preprint version 1993

R. Höpfner, Two comments on parameter estimation in stable processes.
Math. Methods of Statistics 6(1), 125-134 (1997)

R. Höpfner, On tail parameter estimation in certain point process models.
J.Statist. Plann. Inf. 60(1), 169-187 (1997)

R. Höpfner, Estimating a stability parameter: asymptotics and simulations.
Statistics 30(4), 291-305 (1998)

R. Höpfner, On statistical models for d-dimensional stable processes, and some generalizations.
Scand. J. Statist. 26(4), 611-620 (1999)

R. Höpfner and L. Rüschendorf, Comparison of estimators in stable models.
Mathematical and Computer Modelling 29(10-12), 145-160 (1999)

Institut für Mathematik | AG Stochastik | Statistik stochastischer Prozesse

Last Update: Dec. 14, 2017

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