Integral form of the COM-Poisson renormalization constant

DOI10.1016/J.SPL.2016.07.008MaRDI QIDQ334019zbMATH OpenOpenAlexFDO

Authors Tibor K. Pogány

Publication date 31 October 2016

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

Full work available at URL https://arxiv.org/abs/1607.02727

zbMATH Keywords

Dirichlet seriesCahen integralCOM-Poisson renormalization constant \(Z(\lambda, \nu)\)inverse gamma function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Integral methods for summability (40C10)

Abstract: In this brief note an integral expression is presented for the COM-Poisson renormalization constant $Z(lambda,u)$ on the real axis.

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Cites work

• A Useful Distribution for Fitting Discrete Data: Revival of the Conway–Maxwell–Poisson Distribution
• Approximating the Conway-Maxwell-Poisson normalizing constant
• Approximating the Conway–Maxwell–Poisson distribution normalization constant
• Integral representation of Mathieu (a, λ)-series
• Inverses of gamma functions
• Useful moment and CDF formulations for the COM-Poisson distribution

Cited in

(7)

• An asymptotic expansion for the normalizing constant of the Conway-Maxwell-Poisson distribution
• Prabhakar function of Le Roy type: a set of results in the complex plane
• A note on integral representation of some generalized zeta functions and its consequences
• On a generalized three-parameter Wright function of Le Roy type
• Integral form of le Roy-type hypergeometric function
• Overdispersed count models for mRNA transcription
• Some characterizations and properties of COM-Poisson random variables

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