On Poisson mixture of lognormal distributions

DOI10.1134/S1995080220030087zbMath1465.60015OpenAlexW3042292460MaRDI QIDQ2207038

V. G. Bardakhchyan, H. Kechejian, Viktor Ohanyan

Publication date: 27 October 2020

Published in: Lobachevskii Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1995080220030087

zbMATH Keywords

Poisson processlognormal distributionjump-diffusion fitting

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Diffusion processes (60J60) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites Work

• Recent developments on the moment problem
• Generalized hypergeometric functions with applications in statistics and physical sciences
• Markov models for commodity futures: theory and practice
• Inverse Bessel Functions: Solution for the Zeros
• Numerical Methods for Special Functions
• A Modified Compound Poisson Process with Normal Compounding
• Stochastic differential equations. An introduction with applications.
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