Parameter Estimation for Exponentially Tempered Power Law Distributions

Article (Web of Science)

• cited authors: Meerschaert, Mark M.; Roy, Parthanil; Shao, Qin
• authors: Shao, Qin
• publication date: January 1, 2012
• webpage: Web of Science
• published in: COMMUNICATIONS IN STATISTICS-THEORY AND METHODS Journal

author keyword

• Exponential tempering
• Heavy tails
• Tail estimation
• Tempered stable

• category: STATISTICS & PROBABILITY Category
• start page: 1839
• end page: 1856
• volume: 41
• issue: 10