Chunlin Wang

most citedEstimation of Parameters of Stable Distributions

1 citations · 1 across the 3 of their papers we have counts for

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3 papers

math.ST2006★ 1 cited

Estimation of Parameters of Stable Distributions

Chunlin Wang

In this paper, we propose a method based on GMM (the generalized method of moments) to estimate the parameters of stable distributions with $0 < α < 2$ . We don't assume symmetry for st…

math.PR2006

On the Estimates of the Density of the Purely Discontinuous Girsanov Transforms of $α$ -Stable-like Processes

Chunlin Wang

In this paper, we study the purely discontinuous Girsanov transforms which were discussed in Chen and Song \cite{CS2} and Song \cite{S3}. We show that the transition density of any…

math.PR2006

On the Estimates of the Density of Feynman-Kac Semigroups of $α$ -Stable-like Processes

Chunlin Wang

Suppose that $α \in (0, 2)$ and that $X$ is an $α$ -stable-like process on $R^{d}$ . Let $F$ be a function on $R^{d}$ belonging to the class $J_{d, α}$ (see Introduction) and $A_{t}^…

Estimation of Parameters of Stable Distributions

On the Estimates of the Density of the Purely Discontinuous Girsanov Transforms of α-Stable-like Processes

On the Estimates of the Density of Feynman-Kac Semigroups of α-Stable-like Processes

On the Estimates of the Density of the Purely Discontinuous Girsanov Transforms of $α$ -Stable-like Processes

On the Estimates of the Density of Feynman-Kac Semigroups of $α$ -Stable-like Processes