Nonparametric sequential point estimation of an unknown characteristic function

Nonparametric sequential point estimation of an unknown characteristic function

Авторы

  • Gulnoza Rakhimova

##semicolon##

https://doi.org/10.5281/zenodo.14552096

##semicolon##

random variable, empirical characteristic function, Laplace transform, stopping time, loss function, risk function.

Аннотация

In this paper, we study the properties of a random stopping time in the problem of nonparametric sequential
point estimation of the characteristic function and the Laplace transform of a distribution with a quadratic loss function.

Author Biography

Gulnoza Rakhimova

“Alfraganus” University Associate Professor d.b.
of the Department of Finance

Опубликован

2024-11-07
Loading...