Fractional moment estimation of Linnik and Mittag-Leffler parameters
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- A Problem of Zolotarev and Analogs of Infinitely Divisible and Stable Distributions in a Scheme for Summing a Random Number of Random Variables
- A mixture representation of the Linnik distribution
- A multivariate Linnik distribution
- A note on Linnik's distribution
- Analytic and asymptotic properties of Linnik's probability densities. I
- Analytic and asymptotic properties of Linnik's probability densities. II
- Geometric stable distributions in Banach spaces
- Integral and asymptotic representations of geo-stable densities
- Linnik distributions and processes
- Mixture representation of Linnik distribution revisited
- Mixture representations for symmetric generalized Linnik laws
- Modeling asset returns with alternative stable distributions*
- ON CHARACTERIZATIONS THROUGH MIXED SUMS
- On Mittag-Leffler functions and related distributions
- On moments and tail behavior of \(\nu\)-stable random variables
- Tails of Lévy measure of geometric stable random variables
- The first-order autoregressive Mittag–Leffler process
- The theory of geometric stable distributions and its use in modeling financial data
Cited in
(24)- Estimation of the parameters of fractional-stable laws by the method of minimum distance
- Statistical inference for inter-arrival times of extreme events in bursty time series
- A note on the Cauchy-type mixture distributions
- 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
- Lamperti-type laws
- Confined random motion with Laplace and Linnik statistics
- Generalized negative binomial distributions as mixed geometric laws and related limit theorems
- Estimation of Mittag-Leffler parameters
- 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
- Expected exponential discounting in inter-temporal decision making
- Optimal predictive densities and fractional moments
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