Unpublished 2020

Estimations by stable motions and applications

We propose a nonparametric parameter estimation of confidence intervals when the underlying has large or infinite variance. We explain the method by a simple numerical example and provide an application to estimate the coupling strength in neuronal networks.

Author(s): Das, A and Denker, M and Levina, A and Tabacu, L
Year: 2020
Bibtex Type: Unpublished (unpublished)
Electronic Archiving: grant_archive

BibTex

@unpublished{item_3307387,
  title = {{Estimations by stable motions and applications}},
  abstract = {We propose a nonparametric parameter estimation of confidence intervals when the underlying has large or infinite variance. We explain the method by a simple numerical example and provide an application to estimate the coupling strength in neuronal networks.},
  year = {2020},
  slug = {item_3307387},
  author = {Das, A and Denker, M and Levina, A and Tabacu, L}
}