Parameter estimation for one-sided heavy-tailed distributions (Q2006758): Difference between revisions

@@ Property / cites work @@
+SHIFTED HILL'S ESTIMATOR FOR HEAVY TAILS
@@ Property / cites work: SHIFTED HILL'S ESTIMATOR FOR HEAVY TAILS / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized least-squares estimators for the thickness of heavy tails
+Normal rank
@@ Property / cites work @@
+Q3331506
@@ Property / cites work: Q3331506 / rank @@
+Normal rank
@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Tail index estimation and an exponential regression model
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation and Simulation for the<i>M</i>-Wright Function
+Normal rank
@@ Property / cites work @@
+Parameter estimation for fractional Poisson processes
+Normal rank
@@ Property / cites work @@
+Estimating a tail exponent by modelling departure from a Pareto distribution
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Parameter and Quantile Estimation for the Generalized Pareto Distribution
+Normal rank
@@ Property / cites work @@
+Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients
+Normal rank
@@ Property / cites work @@
+A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion
+Normal rank
@@ Property / cites work @@
+Langevin picture of subdiffusion with infinitely divisible waiting times
+Normal rank
@@ Property / cites work @@
+Stochastic representation of subdiffusion processes with time-dependent drift
+Normal rank
@@ Property / cites work @@
+Option pricing in subdiffusive Bachelier model
@@ Property / cites work: Option pricing in subdiffusive Bachelier model / rank @@
+Normal rank
@@ Property / cites work @@
+The fractional Poisson process and the inverse stable subordinator
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for Exponentially Tempered Power Law Distributions
+Normal rank
@@ Property / cites work @@
+A simple robust estimation method for the thickness of heavy tails
+Normal rank
@@ Property / cites work @@
+Limit theorems for continuous-time random walks with infinite mean waiting times
+Normal rank
@@ Property / cites work @@
+Triangular array limits for continuous time random walks
+Normal rank
@@ Property / cites work @@
+Stochastic models for fractional calculus
@@ Property / cites work: Stochastic models for fractional calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q2738737
@@ Property / cites work: Q2738737 / rank @@
+Normal rank
@@ Property / cites work @@
+Calibration of the subdiffusive arithmetic Brownian motion with tempered stable waiting-times
+Normal rank
@@ Property / cites work @@
+Modified cumulative distribution function in application to waiting time analysis in the continuous time random walk scenario
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Beyond the Triangle
@@ Property / cites work: Beyond the Triangle / rank @@
+Normal rank
@@ Property / cites work @@
+On the Chambers-Mallows-Stuck method for simulating skewed stable random variables
+Normal rank