A new trivariate model for stochastic episodes

DOI10.1186/s40488-021-00114-3zbMath1478.60064OpenAlexW3165174603MaRDI QIDQ2040908

Francesco Zuniga, Tomasz J. Kozubowski, Anna K. Panorska

Publication date: 14 July 2021

Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s40488-021-00114-3

zbMATH Keywords

maximum likelihood estimationstochastic representationgeometric distributionextremesrandom sumfinancial dataBEG modelzero-inflated distributionBGGE distributionBTLG distributionTETLEG modelzero-altered distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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