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
收藏
页码：303 / 315
页数：13
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