Censoring heavy-tail count distributions for parameter estimation with an application to stable distributions
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Author / Producer
Date
2023-11
Publication Type
Journal Article
ETH Bibliography
yes
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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.
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Publication status
published
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Book title
Journal / series
Volume
202
Pages / Article No.
109903
Publisher
Elsevier
Event
Edition / version
Methods
Software
Geographic location
Date collected
Date created
Subject
Asymptotic normality; Consistency; Data-driven; Probability generating function
Organisational unit
08845 - Balabdaoui, Fadoua (Tit.-Prof.) / Balabdaoui, Fadoua (Tit.-Prof.)
02537 - Seminar für Statistik (SfS) / Seminar for Statistics (SfS)
02000 - Dep. Mathematik / Dep. of Mathematics