Approximating heavy tailed behaviour with Phase type distributions

By A. Horváth, M. Telek. 2000

70 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/aae76f4ef3814e5a7e1c878c0352e35b2582cf89

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1. Nigel G. Bean
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Citations in the corpus

• Characterization of Matrix-Exponential Distributions (2008, methodology): “Horvath and Telek [72] developed a method which separately approximated the main part and the tail of an arbitrary distribution defined on the nonnegative real numbers with a PH distribution.”