Stochastic episodes driven by truncated exponential observations

DOI10.1016/J.CAM.2025.116895MaRDI QIDQ6906114zbMATH OpenFDO

Authors Robert P. Chastain, Tomasz J. Kozubowski, Anna K. Panorska

Publication date 5 November 2025

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CAM.2025.116895

zbMATH Keywords

counting distributioncurrency exchange ratesgeometric distributionmaximum likelihood estimationrandom sumtruncated exponential distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Point estimation (62F10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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