| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 758864 | Communications in Nonlinear Science and Numerical Simulation | 2014 | 6 Pages |
Abstract
•Method-of-moments estimators are proposed.•Asymptotic normality of estimators are established.•Simulations are given to show good performances of the estimators.
This paper discusses method-of-moments estimators for parameters in the fractional compound Poisson process and establishes asymptotic normality of estimators. Simulation are presented to illustrate the properties of the estimators.
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Authors
Ying Wang, Dehui Wang, Fukang Zhu,