Estimation of parameters of fractional stable distributions

DOI10.1023/B:JOTH.0000036313.13319.cfzbMath1130.62023OpenAlexW2006580973MaRDI QIDQ1781708

V. M. Zolotarev, V. Yu. Korolev, Vassili N. Kolokol'tsov, Vladimir Bening, Vladimir V. Uchaikin, Viacheslav V. Saenko

Publication date: 28 June 2005

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/b:joth.0000036313.13319.cf

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Point estimation (62F10)

Related Items (6)

Estimation of the parameters of fractional-stable laws by the method of minimum distance ⋮ Randomness and fractional stable distributions ⋮ An estimation procedure for the Linnik distribution ⋮ Application of the fractional-stable distributions for approximation of the gene expression profiles ⋮ Parameter estimation for fractional Poisson processes ⋮ Estimation of parameters in the fractional compound Poisson process

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