Nonparametric sequential point estimation of an unknown characteristic function

Gulnoza Rakhimova

doi:10.5281/zenodo.14552096

Nonparametric sequential point estimation of an unknown characteristic function

Authors

Rakhimova Gulnoza Gafurovna

DOI:

https://doi.org/10.5281/zenodo.14552096

Keywords:

random variable, empirical characteristic function, Laplace transform, stopping time, loss function, risk function.

Abstract

In this paper, we study the properties of a random stopping time in the problem of nonparametric sequential
point estimation of the characteristic function and the Laplace transform of a distribution with a quadratic loss function.

Author Biography

Rakhimova Gulnoza Gafurovna

“Alfraganus” University Associate Professor d.b.
of the Department of Finance

Nonparametric sequential point estimation of an unknown characteristic function

Nonparametric sequential point estimation of an unknown characteristic function

Authors

DOI:

Keywords:

Abstract

Author Biography

Rakhimova Gulnoza Gafurovna

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