Parameter estimation for exponentially tempered power law distributions

DOI10.1080/03610926.2011.552828MaRDI QIDQ2920008zbMATH OpenOpenAlexFDO

Authors Mark M. Meerschaert, Parthanil Roy, Q. Shao

Publication date 23 October 2012

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.552828

zbMATH Keywords

heavy tailstempered stabletail estimationexponential tempering

Mathematics Subject Classification ID

Point estimation (62F10) Statistics of extreme values; tail inference (62G32) Order statistics; empirical distribution functions (62G30)

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Cited in

(14)

• Statistical inference for inter-arrival times of extreme events in bursty time series
• Parameter estimation for one-sided heavy-tailed distributions
• Modelling distributed decision-making in command and control using stochastic network synchronisation
• Estimating the parameters of a tapered Pareto distribution
• Estimation and Prediction for the Modulated Power Law Process
• Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator
• Effects of the tempered aging and the corresponding Fokker-Planck equation
• Distinct Values Estimators for Power Law Distributions
• On estimation of parameters of the exponential power family of distributions
• TEMPERED PARETO-TYPE MODELLING USING WEIBULL DISTRIBUTIONS
• Parametric estimation of tempered stable laws
• The estimation of parameters for the tapered Pareto distribution from incomplete data
• Conditional Specification with Exponential Power Distributions
• Simplified method for the computation of parameters of power-law rate equations from time-series

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