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Parameter estimation for one-sided heavy-tailed distributions - MaRDI portal

Parameter estimation for one-sided heavy-tailed distributions (Q2006758)

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Parameter estimation for one-sided heavy-tailed distributions
scientific article

    Statements

    title
    Parameter estimation for one-sided heavy-tailed distributions (English)
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    author
    Phillip Kerger
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    Kei Kobayashi
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    publication date
    12 October 2020
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    zbMATH Keywords
    method of moments
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    one-sided stable distribution
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    heavy tails
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    subdiffusion
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    inverse stable subordinator
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    cites work
    Q3331506
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    Q4726487
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    Q2738737
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    Q4937701
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    Beyond the Triangle
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    Identifiers

    Mathematics Subject Classification ID
    62G32
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    60G52
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    62F10
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    62P05
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    zbMATH DE Number
    7259054
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    OpenAlex ID
    W3022126788
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    arXiv ID
    2005.03662
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