Computing probabilities of integer-valued random variables by recurrence relations

DOI10.1016/J.SPL.2020.108719MaRDI QIDQ2307398zbMATH OpenOpenAlexFDO

Authors S. Baena-Mirabete, Pedro Puig

Publication date 27 March 2020

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108719

zbMATH Keywords

Hermite distributionconvolution of distributionsINAR modelsSkellam distributioncount distributionsKatz-Panjer family

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10) Distribution theory (60E99)

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Cites work

• A probabilistic model for explaining the points achieved by a team in football competition. Forecasting and regression with applications to the Spanish competition
• Analysis of low count time series data by poisson autoregression
• FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
• Integer-valued AR processes with Hermite innovations and time-varying parameters: An application to bovine fallen stock surveillance at a local scale
• Integer-valued Lévy processes and low latency financial econometrics
• Likelihood Estimation for the INAR(p) Model by Saddlepoint Approximation
• Negative binomial time series models based on expectation thinning operators
• On the convolution of the negative binomial random variables
• Some stochastic models leading to the convolution of two binomial variables
• The distribution of a sum of independent binomial random variables
• Univariate Discrete Distributions

Cited in

(2)

• scientific article; zbMATH DE number 1471747 (Why is no real title available?)
• scientific article; zbMATH DE number 727997 (Why is no real title available?)

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