Estimation of Mittag-Leffler parameters
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Abstract: We propose a procedure for estimating the parameters of the Mittag-Leffler (ML) and the generalized Mittag-Leffler (GML) distributions. The algorithm is less restrictive, computationally simple, and necessary to make these models usable in practice. A comparison with the fractional moment estimator indicated favorable results for the proposed method.
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Cites work
- A note on the Linnik distributions
- Fractional moment estimation of Linnik and Mittag-Leffler parameters
- Generalized Mittag-Leffler distributions and processes for applications in astrophysics and time series modeling
- scientific article; zbMATH DE number 3947305 (Why is no real title available?)
- scientific article; zbMATH DE number 3273551 (Why is no real title available?)
- Mixture representations for symmetric generalized Linnik laws
- On Mittag-Leffler functions and related distributions
- On the Mittag-Leffler distributions
- Parameter estimation for fractional Poisson processes
Cited in
(14)- Fractional moment estimation of Linnik and Mittag-Leffler parameters
- Filtered fractional Poisson processes
- Determining the Mie potential parameters using Poisson's ratio
- Mittag-Leffler-Gaussian distribution: theory and application to real data
- Non validity of index law in fractional calculus: a fractional differential operator with Markovian and non-Markovian properties
- Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon
- On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)]\) and properties of Mittag-Leffler distributions
- Renewal sums under mixtures of exponentials
- Moment estimators for the two-parameter \(M\)-Wright distribution
- NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS
- Expected exponential discounting in inter-temporal decision making
- The aggregate discounted claims process under multiple and terminable arrivals renewal processes
- Statistics of a large number of renewals in equilibrium and ordinary renewal processes at the short time limit
- Statistical inference for inter-arrival times of extreme events in bursty time series
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