1 citations · 2 across the 6 of their papers we have counts for
10 papers
Approximations Related to Tempered Stable Distributions
Kalyan Burman, Neelesh S Upadhye, Palaniappan Vellaisamy
In this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution and also an error bound between a temper…
Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications
Kalyan Barman, Neelesh S Upadhye, Palaniappan Vellaisamy
In this article, we establish a general covariance identity for infinitely divisible distributions (IDD). Using this result, we derive Cacoullos type variance bounds for the IDD. A…
Estimation of the Parameters of Vector Autoregressive (VAR) Time Series Model with Symmetric Stable Noise
Aastha M. Sathe, N. S. Upadhye
In this article, we propose the fractional lower order covariance method (FLOC) for estimating the parameters of vector autoregressive process (VAR) of order , with sy…
Subordinated Compound Poisson processes of order
Ayushi Singh Sengar, N. S. Upadhye
In this article, the compound Poisson processes of order (CPPoK) is introduced and its properties are discussed. Further, using mixture of tempered stable subordinator (MTSS) a…
Approximations Related to the Sums of -dependent Random Variables
Amit N. Kumar, Neelesh S. Upadhye, P. Vellaisamy
In this paper, we consider the sums of non-negative integer valued -dependent random variables, and its approximation to the power series distribution. We first discuss some rel…
Estimation of the Parameters of Symmetric Stable ARMA and ARMA-GARCH Models
Aastha M. Sathe, N. S. Upadhye
In this article, we first propose the modified Hannan-Rissanen Method for estimating the parameters of the autoregressive moving average (ARMA) process with symmetric stable noise…