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| Main Authors: | , , |
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| Format: | Preprint |
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2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2604.02722 |
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| _version_ | 1866915912274149376 |
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| author | Babulal, Meena Sanjay Gauttam, Sunil Kumar Maheshwari, Aditya |
| author_facet | Babulal, Meena Sanjay Gauttam, Sunil Kumar Maheshwari, Aditya |
| contents | In this paper, we estimate the parameters of InG, InG-$ε$ and TInG subordinators which have been studied by Babulal \textit{et al} (see \cite{babulal}). We have modified the method of moments technique to use fractional moments of the InG and InG-$ε$ subordinator due to their infinite moments. For the TInG subordinator's parameter estimation, we have used the method of moments. We also compute the maximum likelihood estimator(MLE) for the parameter $α$ of the InG and InG-$ε$ subordinators using jump distribution of the process. We also discussed the asymptotic normality of MLE. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_02722 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Parameter Estimation of Incomplete Gamma Subordinators Babulal, Meena Sanjay Gauttam, Sunil Kumar Maheshwari, Aditya Statistics Theory 60G22, 60G55 In this paper, we estimate the parameters of InG, InG-$ε$ and TInG subordinators which have been studied by Babulal \textit{et al} (see \cite{babulal}). We have modified the method of moments technique to use fractional moments of the InG and InG-$ε$ subordinator due to their infinite moments. For the TInG subordinator's parameter estimation, we have used the method of moments. We also compute the maximum likelihood estimator(MLE) for the parameter $α$ of the InG and InG-$ε$ subordinators using jump distribution of the process. We also discussed the asymptotic normality of MLE. |
| title | Parameter Estimation of Incomplete Gamma Subordinators |
| topic | Statistics Theory 60G22, 60G55 |
| url | https://arxiv.org/abs/2604.02722 |