Majboroda, R. E. On an estimator of the parameters of sub-Gaussian random variables. (English. Russian original) Zbl 0632.60017 Theory Probab. Math. Stat. 34, 103-107 (1987); translation from Teor. Veroyatn. Mat. Stat. 34, 94-97 (1986). The author considers the empirical moment generating functions of random variables based on a sample. He proves for them a central limit theorem in the space of analytic functions on an open region. Moreover, he constructs a consistent estimator of the sub-Gaussian standard from results of observations. Reviewer: W.Szczotka MSC: 60F05 Central limit and other weak theorems 62F12 Asymptotic properties of parametric estimators 60G15 Gaussian processes Keywords:empirical moment generating functions; central limit theorem; consistent estimator PDFBibTeX XMLCite \textit{R. E. Majboroda}, Theory Probab. Math. Stat. 34, 103--107 (1987; Zbl 0632.60017); translation from Teor. Veroyatn. Mat. Stat. 34, 94--97 (1986)