paper

Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions

arXiv:2212.11697 · doi:10.1016/j.spl.2023.109903

Abstract

A new approach based on censoring and moment criterion is introduced for parameter estimation of count distributions when the probability generating function is available even though a closed form of the probability mass function and/or finite moments do not exist.

Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions · wovepaper