Estimations by stable motions and applications
Statistics Theory
2022-04-26 v2 Probability
Neurons and Cognition
Statistics Theory
Abstract
We propose a nonparametric parameter estimation of confidence intervals when the underlying has large or infinite variance. We explain the method by a simple numerical example and provide an application to estimate the coupling strength in neuronal networks.
Cite
@article{arxiv.2003.09389,
title = {Estimations by stable motions and applications},
author = {Anirban Das and Manfred Denker and Anna Levina and Lucia Tabacu},
journal= {arXiv preprint arXiv:2003.09389},
year = {2022}
}