Estimation of Mittag-Leffler Parameters

被引：12

作者：

Cahoy, Dexter O. ^{[1
,2
]}

机构：

[1] Louisiana Tech Univ, Ruston, LA 71271 USA

[2] Coll Engn & Sci, Dept Math & Stat, Ruston, LA 71271 USA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2013年 / 42卷 / 02期

关键词：

Mittag-Leffler function; Financial modeling; Economics; Reliability modeling; TIME RANDOM-WALKS; LINNIK;

D O I：

10.1080/03610918.2011.640094

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We propose a procedure for estimating the parameters of the Mittag-Leffler (ML) and the generalized Mittag-Leffler (GML) distributions. The algorithm is less restrictive, computationally simple, and necessary to make these models usable in practice. A comparison with the fractional moment estimator indicated favorable results for the proposed method.

引用

页码：303 / 315

页数：13

共 50 条

[1] Fractional moment estimation of Linnik and Mittag-Leffler parameters
Kozubowski, TJ
MATHEMATICAL AND COMPUTER MODELLING, 2001, 34 (9-11) : 1023 - 1035
[2] On the Mittag-Leffler distributions
Lin, GD
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1998, 74 (01) : 1 - 9
[3] Mittag-Leffler modules
Rothmaler, P
ANNALS OF PURE AND APPLIED LOGIC, 1997, 88 (2-3) : 227 - 239
[4] Mittag-Leffler process
Jayakumar, K
MATHEMATICAL AND COMPUTER MODELLING, 2003, 37 (12-13) : 1427 - 1434
[5] A Generalization to Bivariate Mittag-Leffler and Bivariate Discrete Mittag-Leffler Autoregressive Processes
Jayakumar, K.
Ristic, Miroslav M.
Mundassery, Davis Antony
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2010, 39 (06) : 942 - 955
[6] GENERALIZED MITTAG-LEFFLER KERNELS AND GENERALIZED SCALING OPERATORS IN MITTAG-LEFFLER ANALYSIS
Bock, Wolfgang
Gumanoy, Ang Elyn
METHODS OF FUNCTIONAL ANALYSIS AND TOPOLOGY, 2021, 27 (04): : 308 - 319
[7] On differentiation with respect to parameters of the functions of the Mittag-Leffler type
Rogosin, Sergei V.
Giraldi, Filippo
Mainardi, Francesco
INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS, 2024,
[8] A Generalized Mittag-Leffler Type Function with Four Parameters
Garg, Mridula
Sharma, Ajay
Manohar, Pratibha
THAI JOURNAL OF MATHEMATICS, 2016, 14 (03): : 637 - 649
[9] Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
Ma, Chunsheng
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2013, 65 (05) : 941 - 958
[10] Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions
Chunsheng Ma
Annals of the Institute of Statistical Mathematics, 2013, 65 : 941 - 958

← 1 2 3 4 5 →