Skip to content
Research Article Open access CC BY 4.0

A Note on α-stable and α-inverse Gaussian Laws

S. Satheesh

Asian Journal of Probability and Statistics · pp. 29–34 · Published 13 Aug 2022

10.9734/ajpas/2022/v19i230465

Abstract

In this article we obtain the first passage time distribution of α-stable Levy processes. We derive the moment estimators of the parameters of α-inverse Gaussian laws and also their asymptotic distribution.

Asymptotic normality Brownian motion estimator first passage time inverse Gaussian Laplace transform stable

Cited by 1

Article metrics

Real usage data collected on this platform.

0

Page views

0

PDF downloads

0

Outbound clicks

1

Citations

Views by country

Approximate, from request IP at view time — not citizenship or institution. Countries with fewer than 5 views are grouped as "Other".

No views recorded yet.

Traffic sources

Referring site, by host.

No traffic recorded yet.

Views and downloads exclude known bots/crawlers. Citations combines this platform's own DOI-resolved index with each external source's own reported total — see Cited by above for individually listed citing works. Last refreshed 0 seconds ago.