Moment estimators for the two-parameter M-Wright distribution
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References listed on IDEAS
- Guido Germano & Mauro Politi & Enrico Scalas & Ren'e L. Schilling, 2008. "Stochastic calculus for uncoupled continuous-time random walks," Papers 0802.3769, arXiv.org, revised Jan 2009.
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KeywordsWright function; M-Wright; Mittag-Leffler; Financial modeling; Economics;
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