The article considers vector parameter estimators in statistical models generated by Levy processes. An improved one step estimator is presented that can be used for improving any other estimator. Combined numerical methods for optimization problems are proposed. A software has been developed and a correspondent testing and comparison have been presented.
翻译:文章考虑了Levy 过程产生的统计模型中的矢量参数估计器。 提出了一个改进的一步估计器,可用于改进任何其他估计器。 提出了优化问题的综合数字方法。 开发了一个软件,并提出了代理测试和比较。