Fractional absolute moments of heavy tailed distributions
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F16%3A10324260" target="_blank" >RIV/00216208:11320/16:10324260 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1214/15-BJPS280" target="_blank" >http://dx.doi.org/10.1214/15-BJPS280</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1214/15-BJPS280" target="_blank" >10.1214/15-BJPS280</a>
Alternative languages
Result language
angličtina
Original language name
Fractional absolute moments of heavy tailed distributions
Original language description
We give methods for calculation of fractional absolute moments with main focus on an infinite variance case with finite mean. We use techniques of fractional differentiation of Laplace transforms or characteristic functions. The fractional moment errors are evaluated for both prediction and parameter estimation problems.
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
—
Result continuities
Project
—
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Brazilian Journal of Probability and Statistics
ISSN
0103-0752
e-ISSN
—
Volume of the periodical
30
Issue of the periodical within the volume
2
Country of publishing house
BR - BRAZIL
Number of pages
27
Pages from-to
272-298
UT code for WoS article
000373581700006
EID of the result in the Scopus database
2-s2.0-84962040349