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arXiv · 2604.02722

Parameter Estimation of Incomplete Gamma Subordinators

Meena Sanjay Babulal·Sunil Kumar Gauttam·Aditya Maheshwari
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Abstract

In this paper, we estimate the parameters of InG, InG-$\epsilon$ and TInG subordinators which have been studied by Babulal \textit{et al} (see \cite{babulal}). We have modified the method of moments technique to use fractional moments of the InG and InG-$\epsilon$ subordinator due to their infinite moments. For the TInG subordinator's parameter estimation, we have used the method of moments. We also compute the maximum likelihood estimator(MLE) for the parameter $\alpha$ of the InG and InG-$\epsilon$ subordinators using jump distribution of the process. We also discussed the asymptotic normality of MLE.

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Meena Sanjay Babulal, Sunil Kumar Gauttam, Aditya Maheshwari. 2026-04-03. Parameter Estimation of Incomplete Gamma Subordinators. https://arxiv.org/abs/2604.02722

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