The average of a negative-binomial Lévy process and a class of Lerch distributions

DOI10.1080/03610926.2018.1554135OpenAlexW2913829665MaRDI QIDQ5085626

Weixuan Xia

Publication date: 27 June 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2018.1554135

zbMATH Keywords

momentscharacteristic functionsdistribution functionsLerch's transcendentnegative-binomial distributionaverage process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

On inverse-power Poisson functionals

Uses Software

• Mathematica

Cites Work

• Negative binomial distributions for point processes
• Asymptotic expansions of the Hurwitz--Lerch zeta function
• Integer-valued Lévy processes and low latency financial econometrics
• Simulation of negative binomial processes
• Analysis of Overdispersed Count Data by Mixtures of Poisson Variables and Poisson Processes
• Stochastic processes directed by randomized time
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