Estimation of Mittag-Leffler Parameters

被引：13

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

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