Pages that link to "Item:Q2572816"
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The following pages link to The moments and central moments of a compound distribution (Q2572816):
Displaying 11 items.
- A new approach to integer-valued time series modeling: the Neyman type-A INGARCH model (Q493625) (← links)
- The newsboy problem when customer demand is a compound renewal process (Q1043342) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- Expansions for moments of compound Poisson distributions (Q2844473) (← links)
- (Q3223688) (← links)
- RECURRENCE RELATIONS FOR HIGHER ORDER MOMENTS OF A COMPOUND BINOMIAL RANDOM VARIABLE (Q4582871) (← links)
- On counting distributions related to the Delaporte distribution (Q5226477) (← links)
- Density approximations and VaR computation for compound Poisson-lognormal distributions (Q5267879) (← links)
- Analysis of standard ordering policies within the framework of MRP theory (Q5385354) (← links)
- Zero-inflated compound Poisson distributions in integer-valued GARCH models (Q5739683) (← links)
- (Q6143717) (← links)