Fractional moment estimation of Linnik and Mittag-Leffler parameters
DOI10.1016/S0895-7177(01)00115-7zbMATH Open1003.62018OpenAlexW2071229678WikidataQ127208591 ScholiaQ127208591MaRDI QIDQ1600524FDOQ1600524
Publication date: 13 June 2002
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0895-7177(01)00115-7
simulationsmixturesheavy-tailed distributionrandom summationMittag-Leffler distributionsgeometric stable distributionsLinnik distributions
Infinitely divisible distributions; stable distributions (60E07) Exact distribution theory in statistics (62E15) Point estimation (62F10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cited In (22)
- A note on the Cauchy-type mixture distributions
- Statistical inference for inter-arrival times of extreme events in bursty time series
- Estimation and Simulation of the Riesz-Bessel Distribution
- Continuous time random walk model with asymptotical probability density of waiting times via inverse Mittag-Leffler function
- Confined random motion with Laplace and Linnik statistics
- Lamperti-type laws
- Generalized negative binomial distributions as mixed geometric laws and related limit theorems
- A PATHWAY MODEL OF MITTAG-LEFFLER DISTRIBUTIONS AND RELATED PROCESSES
- A bivariate infinitely divisible distribution with exponential and Mittag-Leffler marginals
- Autoregressive processes with Pakes and geometric Pakes generalized Linnik marginals
- An estimation procedure for the Linnik distribution
- Matrix Mittag-Leffler distributions and modeling heavy-tailed risks
- The multifaceted behavior of integrated supOU processes: the infinite variance case
- Tempered Mittag-Leffler Lévy processes
- A stochastic method for solving time-fractional differential equations
- A characteristic function based circular distribution family and its goodness of fit : The flexible wrapped Linnik family
- Random numbers from the tails of probability distributions using the transformation method
- Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model
- Improved moment-estimation formulas using more than three subjective fractiles
- Fractional absolute moments of heavy tailed distributions
- Optimal predictive densities and fractional moments
- Estimation of Mittag-Leffler Parameters
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