Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2026
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| Schlagworte: | |
| Online-Zugang: | https://arxiv.org/abs/2604.02722 |
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Inhaltsangabe:
- 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.