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Can I read Fractional Moment Estimation of Linnik and Mittag-leffler Parameters on EtoBox?
Fractional Moment Estimation of Linnik and Mittag-leffler Parameters by T.J. Kozubowski is a Mathematics article available to read on EtoBox.
What is Fractional Moment Estimation of Linnik and Mittag-leffler Parameters about?
## It is shown that Linnik and Mittag-Leffler distributions are geometric stable (GS). An estimation method for the parameters of Linnik and Mittag-Leffler distributions, based on fractional moments, is proposed. Algorithms for simulation of Linnik and Mittag-Leffler distributions, baaed on their representations as mixtures of Laplace and exponential distributions, are presented. The estimation procedure is validated on simulated data, and its potential applications are illustrated with S&P index data, that is shown to be consistent with a two-parameter Linnik model.
Who reads Fractional Moment Estimation of Linnik and Mittag-leffler Parameters?
It is typically read by researchers, students, and practitioners in Mathematics.
- Author
- T.J. Kozubowski
- Publisher
- Elsevier Science; Elsevier ; Pergamon Press Ltd.; Elsevier BV (ISSN 0895-7177)
- Published
- 2001
- Language
- EN
- Field
- Mathematics (Physical Sciences)