3 papers
math.ST2026
Parameter Estimation of Incomplete Gamma Subordinators
Meena Sanjay Babulal, Sunil Kumar Gauttam, Aditya Maheshwari
In this paper, we estimate the parameters of InG, InG- and TInG subordinators which have been studied by Babulal \textit{et al} (see \cite{babulal}). We have modified the method…
math.ST2024
Parameter estimation and long-range dependence of the fractional binomial process
Meena Sanjay Babulal, Sunil Kumar Gauttam, Aditya Maheshwari
In 1990, Jakeman (see \cite{jakeman1990statistics}) defined the binomial process as a special case of the classical birth-death process, where the probability of birth is proportio…
math.PR2023
Lévy processes with jumps governed by lower incomplete gamma subordinator and its variations
Meena Sanjay Babulal, Sunil Kumar Gauttam, Aditya Maheshwari
In this paper, we study the Lévy process time-changed by independent Lévy subordinators, namely, the incomplete gamma subordinator, the -jumps incomplete gamma subordinator and…