Re: Estimation of Gamma processes


In article <480ee40d$0$23696$9b4e6d93@xxxxxxxxxxxxxxxxxxxxxxxxxxx>,
karl <oudeis@xxxxxxxxxxx> wrote:
I am looking for information how to estimate the parameters of a Gamma
Process from unequally spaced observations
with errors.
I am grateful for any hint.

Thanks

Karl

I am not sure what your model is. Without errors, I see
no problem at all, and I am not convinced that it is
any harder with errors if the observations are equally
spaced or not.

What is your probabilistic model?
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@xxxxxxxxxxxxxxx Phone: (765)494-6054 FAX: (765)494-0558
.