Moment estimators for the two-parameter \(M\)-Wright distribution

DOI10.1007/s00180-011-0269-xzbMath1304.65019OpenAlexW2019584729MaRDI QIDQ2512743

Dexter O. Cahoy

Publication date: 30 January 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-011-0269-x

zbMATH Keywords

economicsWright functionMittag-Lefflerfinancial modeling\(M\)-Wright

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (5)

A stochastic solution with Gaussian stationary increments of the symmetric space-time fractional diffusion equation ⋮ Green's function of two-dimensional time-fractional diffusion equation using addition formula of Wright function ⋮ Asymptotic analysis of the Wright function with a large parameter ⋮ Unnamed Item ⋮ The M-Wright function as a generalization of the Gaussian density for fractional diffusion processes

Cites Work

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• Fractional Poisson processes and related planar random motions
• The Wright functions as solutions of the time-fractional diffusion equation.
• Simulation and estimation for the fractional Yule process
• Characterizations and simulations of a class of stochastic processes to model anomalous diffusion
• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
• The fundamental solution of the space-time fractional diffusion equation
• Chance and Stability

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