相关论文: Characterization and Analysis of Generalized Grey …
We apply the method of Hankel transforms to develop goodness-of-fit tests for gamma distributions with given shape parameter and unknown rate parameter, thereby extending results of Baringhaus and Taherizadeh (2010) on the exponential…
We obtain strong consistency and asymptotic normality of a least squares estimator of the drift coefficient for complex-valued Ornstein-Uhlenbeck processes disturbed by fractional noise, extending the result of Y. Hu and D. Nualart,…
We propose an estimator of a concave cumulative distribution function under the measurement error model, where the non-negative variables of interest are perturbed by additive independent random noise. The estimator is defined as the least…
This work presents a new procedure to extract features of grey-level texture images based on the discrete Schroedinger transform. This is a non-linear transform where the image is mapped as the initial probability distribution of a wave…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
By applying projection operators to state vectors of coordinates we obtain subspaces in which these states are no longer normalized according to Dirac's delta function but normalized according to what we call "incomplete delta functions".…
We show that the multiplication operator associated to a fractional power of a Gamma random variable, with parameter q>0, maps the convex cone of the 1-invariant functions for a self-similar semigroup into the convex cone of the q-invariant…
In this paper we introduce five different algorithms based on method of moments, maximum likelihood and full Bayesian estimation for learning the parameters of the Inverse Gamma distribution. We also provide an expression for the KL…
In Bayesian inference, an unknown measurement uncertainty is often quantified in terms of a Gamma distributed precision parameter, which is impractical when prior information on the standard deviation of the measurement uncertainty shall be…
The theory of normal variance mixture distributions is used to provide elementary derivations of closed-form expressions for the definite integrals $\int_0^\infty x^{-2\nu}\cos(bx)\gamma(\nu,\alpha x^2)\,\mathrm{d}x$ (for $\nu>1/2$, $b>0$…
In recent years there have been many proposals as flexible alternatives to Gaussian based continuous time stochastic volatility models. A great deal of these models employ positive L\'evy processes. Among these are the attractive…
We study an infinite dimensional analysis with respect to the measure on Schwartz space of tempered distributions, corresponding to the distributional derivative of gamma process. Laguerre polynomials being orthogonal with respect to gamma…
Assuming that a reflected Ornstein-Uhlenbeck state process is observed at discrete time instants, we propose generalized moment estimators to estimate all drift and diffusion parameters via the celebrated ergodic theorem. With the sampling…
In this paper, three topics on semi-selfdecomposable distributions are studied. The first one is to characterize semi-selfdecomposable distributions by stochastic integrals with respect to Levy processes. This characterization defines a…
We propose a class of weighted $L_2$-type tests of fit to the Gamma distribution. Our novel procedure is based on a fixed point property of a new transformation connected to a Steinian characterization of the family of Gamma distributions.…
We discuss Donsker's delta function within the framework of White Noise Analysis, in particular its extension to complex arguments. With a view towards applications to quantum physics we also study sums and products of Donsker's delta…
In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…
We consider the asymptotic behavior of the incomplete gamma functions gamma(-a,-z) and Gamma(-a,-z) as a goes to infinity. Uniform expansions are needed to describe the transition area z~a in which case error functions are used as main…
Let $\Gamma$ be a convex cocompact thin subgroup of an arithmetic lattice in $\operatorname{SO}(n, 1)$. We generalize Selberg's $\frac{3}{16}$ theorem in this setting, i.e., we prove uniform exponential mixing of the frame flow and obtain a…
Geometric generalized Mittag-Leffler distributions having the Laplace transform $\frac{1}{1+\beta\log(1+t^\alpha)},0<\alpha\le 2,\beta>0$ is introduced and its properties are discussed. Autoregressive processes with Mittag-Leffler and…