Approximated maximum likelihood estimation of parameters of discrete stable family

MaRDI QIDQ5179077zbMATH OpenFDO

Authors Lenka Slámová, L. B. Klebanov

Publication date 19 March 2015

Full work available at URL http://www.kybernetika.cz/content/2014/6/1065

zbMATH Keywords

parameter estimationmaximum likelihooddiscrete stable distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Asymptotic properties of parametric estimators (62F12)

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Cites work

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• scientific article; zbMATH DE number 3551681 (Why is no real title available?)
• scientific article; zbMATH DE number 3591186 (Why is no real title available?)
• A triptych of discrete distributions related to the stable law
• Discrete analogues of self-decomposability and stability
• Integer valued stable random variables
• Several notes on fisher information in presence of nuisance parameters

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(4)

• A heavy-tailed model for analyzing miRNA-seq raw read counts
• Some simple method of estimation for the parameters of the discrete stable distribution with the probability generating function
• Parameter Estimation for the Discrete Stable Family
• On a gateway between continuous and discrete Bessel and Laguerre processes

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