Estimation of the parameters of fractional-stable laws by the method of minimum distance

DOI10.1007/S10958-016-2760-YMaRDI QIDQ267631zbMATH OpenOpenAlexFDO

Authors Viacheslav V. Saenko

Publication date 11 April 2016

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-016-2760-y

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10)

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Cites work

• A Method for Simulating Stable Random Variables
• Density parameter estimation of skewed α-stable distributions
• Estimation of parameters of fractional stable distributions
• Fractional stable distributions
• scientific article; zbMATH DE number 1639862 (Why is no real title available?)
• scientific article; zbMATH DE number 3947305 (Why is no real title available?)
• scientific article; zbMATH DE number 3690467 (Why is no real title available?)
• scientific article; zbMATH DE number 3573081 (Why is no real title available?)
• Maximum Likelihood Estimates of Symmetric Stable Distribution Parameters
• Parameter Estimates for Symmetric Stable Distributions
• Simulation of random vectors with isotropic fractional stable distributions and calculation of their probability density functions
• Stable densities under change of scale and total variation inequalities
• Structure of genetic regulatory networks: evidence for scale free networks
• The estimation of the parameters of the stable laws

Cited in

(3)

• A minimal contrast estimator for the linear fractional stable motion
• Estimation of Mittag-Leffler parameters
• Application of the fractional-stable distributions for approximation of the gene expression profiles

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