94 citations · 200 across the 15 of their papers we have counts for
4 papers · 1 filter
Estimation of Mittag-Leffler Parameters
Dexter Cahoy
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, computati…
Parameter estimation for fractional Poisson processes
Dexter Cahoy, Vladimir V. Uchaikin, Wojbor A. Woyczynski
The paper proposes a formal estimation procedure for parameters of the fractional Poisson process (fPp). Such procedures are needed to make the fPp model usable in applied situatio…
A bootstrap test for equality of variances
Dexter Cahoy
We introduce a bootstrap procedure to test the hypothesis that variances are homogeneous. The procedure uses a variance-based statistic, and is derived from a normal-th…
Log-moment estimators for the generalized Linnik and Mittag-Leffler distributions with applications to financial modeling
Dexter O. Cahoy, Wojbor A. Woyczyński
We propose formal estimation procedures for the parameters of the generalized, three-parameter Linnik and Mittag-Leffler distributions. The estimators ar…