Cumulants of random sum distributions

DOI10.1080/03610929008830295zbMath0726.60045OpenAlexW2090127167MaRDI QIDQ3350399

Shigakazu Nakagawa, Naoto Niki, Hideyuki Inoue

Publication date: 1990

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830295

zbMATH Keywords

asymptotic expansioncompound Poisson processrandom summationCornish-Fisher assumption

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (1)

An umbral setting for cumulants and factorial moments

Cites Work

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• Effects of transformations in higher order asymptotic expansions
• On nonuniform Gaussian approximation for random summation
• The asymptotic distribution of the sum of a random number of random variables

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