Estimation of Mittag-Leffler Parameters

DOI10.1080/03610918.2011.640094zbMath1327.62102arXiv1806.02792OpenAlexW2032311395MaRDI QIDQ5299824

Dexter O. Cahoy

Publication date: 21 June 2013

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.02792

zbMATH Keywords

Mittag-Leffler functioneconomicsfinancial modelingreliability modeling

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Simulation of dynamical systems (37M05)

Related Items (7)

Statistical inference for inter-arrival times of extreme events in bursty time series ⋮ Non validity of index law in fractional calculus: a fractional differential operator with Markovian and non-Markovian properties ⋮ Geometric Tweedie regression models for continuous and semicontinuous data with variation phenomenon ⋮ NEW RESULTS ON THE DISTRIBUTION OF DISCOUNTED COMPOUND POISSON SUMS ⋮ Filtered fractional Poisson processes ⋮ On the stochastic equation \(\mathcal{L}(Z) = \mathcal{L} [V(X + Z)\) and properties of Mittag-Leffler distributions] ⋮ Renewal sums under mixtures of exponentials

Cites Work

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• Mixture representations for symmetric generalized Linnik laws
• On Mittag-Leffler functions and related distributions
• Parameter estimation for fractional Poisson processes
• On the Mittag-Leffler distributions
• A note on the Linnik distributions
• Fractional moment estimation of Linnik and Mittag-Leffler parameters
• Generalized Mittag-Leffler Distributions and Processes for Applications in Astrophysics and Time Series Modeling

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