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Statistics
A Journal of Theoretical and Applied Statistics
Volume 45, 2011 - Issue 1: Statistics on Dependent Data
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Original Articles

Parameter estimation for Fisher–Snedecor diffusion

F. Avram Department of Mathematics, University of Pau, 64 000, Pau, France
,
N. N. Leonenko School of Mathematics, Cardiff University, Senghennydd Road, Cardiff, CF24 4AG, UKCorrespondence[email protected]
&
N. Šuvak Department of Mathematics, University of Osijek, Gajev Trg 6, HR, 31 000, Osijek, Croatia
Pages 27-42 | Received 26 May 2010, Accepted 19 Oct 2010, Published online: 06 Feb 2011

Citations (12)

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F. Avram, N. N. Leonenko & N. Šuvak. (2013) Spectral representation of transition density of Fisher–Snedecor diffusion. Stochastics 85:2, pages 346-369.
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Articles from other publishers (11)

Ampol Duangpan, Ratinan Boonklurb, Udomsak Rakwongwan & Phiraphat Sutthimat. (2022) Analytical Formulas Using Affine Transformation for Pricing Generalized Swaps in Commodity Markets with Stochastic Convenience Yields. Symmetry 14:11, pages 2385.
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Ampol Duangpan, Ratinan Boonklurb, Kittisak Chumpong & Phiraphat Sutthimat. (2022) Analytical Formulas for Conditional Mixed Moments of Generalized Stochastic Correlation Process. Symmetry 14:5, pages 897.
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Phiraphat Sutthimat & Khamron Mekchay. (2022) Closed-form formulas for conditional moments of inhomogeneous Pearson diffusion processes. Communications in Nonlinear Science and Numerical Simulation 106, pages 106095.
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A. M. Kulik, N. N. Leonenko, I. Papić & N. Šuvak. (2019) Parameter Estimation for Non-Stationary Fisher-Snedecor Diffusion. Methodology and Computing in Applied Probability 22:3, pages 1023-1061.
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N.N. Leonenko, I. Papić, A. Sikorskii & N. Šuvak. (2020) Approximation of heavy-tailed fractional Pearson diffusions in Skorokhod topology. Journal of Mathematical Analysis and Applications 486:2, pages 123934.
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Atef Boulila, Mohamed Boujelbene, Cheima Fekiri & Amal Hammami. (2019) Optimization of manufacturing complex-shaped gas turbine blades. Measurement 135, pages 768-781.
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N.N. Leonenko, I. Papić, A. Sikorskii & N. Šuvak. (2017) Heavy-tailed fractional Pearson diffusions. Stochastic Processes and their Applications 127:11, pages 3512-3535.
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A.M. Kulik & N.N. Leonenko. (2013) Ergodicity and mixing bounds for the Fisher–Snedecor diffusion. Bernoulli 19:5B.
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Nikolai N. Leonenko, Mark M. Meerschaert & Alla Sikorskii. (2013) Correlation structure of fractional Pearson diffusions. Computers & Mathematics with Applications 66:5, pages 737-745.
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Nikolai N. Leonenko, Mark M. Meerschaert & Alla Sikorskii. (2013) Fractional Pearson diffusions. Journal of Mathematical Analysis and Applications 403:2, pages 532-546.
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F. Avram, N.N. Leonenko & N. Šuvak. (2012) Hypothesis testing for Fisher–Snedecor diffusion. Journal of Statistical Planning and Inference 142:8, pages 2308-2321.
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