Convergence and inference for mixed Poisson random sums

Cites Work

Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
General mixed Poisson regression models with varying dispersion
On normal variance-mean mixtures as limit laws for statistics with random sample sizes
Stable distributions for asset returns
Ruin models with investment income
Characterizing exponential family distributions by moment generating functions
The theory of geometric stable distributions and its use in modeling financial data
Long-term survival models with overdispersed number of competing causes
Generalized negative binomial distributions as mixed geometric laws and related limit theorems
Bounds of the accuracy of the normal approximation to the distributions of random sums under relaxed moment conditions
Weak convergence to the Student and Laplace distributions
An improvement of the Berry–Esseen inequality with applications to Poisson and mixed Poisson random sums
An application of compound Poisson modelling to biological dosimetry
On convergence of the distributions of random sequences with independent random indexes to variance–mean mixtures
Mixed Poisson Distributions
On scale mixtures of normal distributions
Normal Variance-Mean Mixtures and z Distributions
Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
On Convergence of Distributions of Compound Cox Processes to Stable Laws
Convergence Rate Estimates in the Global CLT for Compound Mixed Poisson Distributions
On an Application of the Student Distribution in the Theory of Probability and Mathematical Statistics
Probability: A Graduate Course

This page was built for publication: Convergence and inference for mixed Poisson random sums