7 citations
2 papers
stat.CO2025
A revisit to maximum likelihood estimation of Weibull model parameters
Buu-Chau Truong, Peter Mphekgwana, Nabendu Pal
In this work, we revisit the estimation of the model parameters of a Weibull distribution based on iid observations, using the maximum likelihood estimation (MLE) method which does…
q-fin.ST2024★ 7 cited
Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data
Aubain Nzokem, Daniel Maposa
The paper proposes and implements a methodology to fit a seven-parameter Generalized Tempered Stable (GTS) distribution to financial data. The nonexistence of the mathematical expr…