Tempered Mittag-Leffler Lévy processes
From MaRDI portal
Publication:5022781
DOI10.1080/03610926.2017.1410719OpenAlexW2781065373MaRDI QIDQ5022781
Agnieszka Wyłomańska, Janusz Gajda, N. S. Upadhye, Arun Kumar
Publication date: 19 January 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1410719
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Point estimation (62F10) Stable stochastic processes (60G52)
Related Items (7)
A PATHWAY MODEL OF MITTAG-LEFFLER DISTRIBUTIONS AND RELATED PROCESSES ⋮ Collective resonant behaviors in two coupled fluctuating-mass oscillators with tempered Mittag-Leffler memory kernel ⋮ Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators ⋮ Prabhakar Lévy processes ⋮ On the convolution of Mittag–Leffler distributions and its applications to fractional point processes ⋮ Large deviations for a class of tempered subordinators and their inverse processes ⋮ Tempered positive Linnik processes and their representations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On fractional tempered stable processes and their governing differential equations
- The fractional Poisson process and the inverse stable subordinator
- Geometric stable processes and related fractional differential equations
- On Mittag-Leffler functions and related distributions
- Tempered stable Lévy motion and transient super-diffusion
- Tempering stable processes
- Inverse tempered stable subordinators
- Triangular array limits for continuous time random walks
- Parameter estimation for fractional Poisson processes
- On moments and tail behavior of \(\nu\)-stable random variables
- On the probability of ruin for infinitely divisible claim amount distributions
- Fractional Poisson process
- On the combinatorics of cumulants
- Fractional moment estimation of Linnik and Mittag-Leffler parameters
- The probability of ruin for the inverse Gaussian and related processes
- Threshold regression for survival analysis: modeling event times by a stochastic process reaching a boundary
- Lévy Processes and Stochastic Calculus
- Transient anomalous sub-diffusion on bounded domains
- First-exit times of an inverse Gaussian process
- Fractional Laplace motion
- Mittag-Leffler Functions, Related Topics and Applications
This page was built for publication: Tempered Mittag-Leffler Lévy processes
