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· 1997

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math.ST 1

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2026 1

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UNVERDICTED 1

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Parameter Estimation of Incomplete Gamma Subordinators

math.ST · 2026-04-03 · unverdicted · novelty 3.0

Modified method of moments using fractional moments and MLE from jump distributions are provided for estimating parameters of InG, InG-ε, and TInG subordinators, with asymptotic normality for the MLE.

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  • Parameter Estimation of Incomplete Gamma Subordinators math.ST · 2026-04-03 · unverdicted · none · ref 8

    Modified method of moments using fractional moments and MLE from jump distributions are provided for estimating parameters of InG, InG-ε, and TInG subordinators, with asymptotic normality for the MLE.