Estimation and Simulation for theM-Wright Function

DOI10.1080/03610926.2010.543299zbMath1319.62073OpenAlexW2012599296MaRDI QIDQ3168546

Dexter O. Cahoy

Publication date: 31 October 2012

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

Full work available at URL: https://doi.org/10.1080/03610926.2010.543299

zbMATH Keywords

bootstrapestimationstable distributionWright functionmethod-of-moments\(M\)-Wright function

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Random number generation in numerical analysis (65C10)

Related Items (12)

A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation ⋮ The fractional-diffusion equation and a new distribution to model positively skewed data with heavy tails ⋮ On M-Wright transforms and time-fractional diffusion equations ⋮ On Mellin transforms of solutions of differential equation \(\chi^{(n)}(x)+\gamma_nx\chi (x)=0\) ⋮ Green's function of two-dimensional time-fractional diffusion equation using addition formula of Wright function ⋮ Asymptotic analysis of the Wright function with a large parameter ⋮ Parameter estimation for one-sided heavy-tailed distributions ⋮ On the asymptotics of Wright functions of the second kind ⋮ Some Skew-Symmetric Distributions Which Include the Bimodal Ones ⋮ Unnamed Item ⋮ The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes ⋮ Wright functions of the second kind and Whittaker functions

Cites Work

• Unnamed Item
• The \(M\)-Wright function in time-fractional diffusion processes: a tutorial survey
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• Parameter estimation for fractional Poisson processes
• Some recent advances in theory and simulation of fractional diffusion processes
• Fractional Poisson processes and related planar random motions
• A simple general approach to inference about the tail of a distribution
• Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
• Fractional Poisson process
• The Wright functions as solutions of the time-fractional diffusion equation.
• Fractional master equation: Non-standard analysis and Liouville-Riemann derivative
• Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
• The fundamental solution of the space-time fractional diffusion equation

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