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

DOI10.1080/03610926.2018.1554135MaRDI QIDQ5085626zbMATH OpenOpenAlexFDO

Authors 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

average processcharacteristic functionsdistribution functionsLerch's transcendentmomentsnegative-binomial distribution

Mathematics Subject Classification ID

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

Cites work

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Cited in

(4)

• On inverse-power Poisson functionals
• Average-tempered stable subordinators with applications
• Regulating stochastic clocks§
• Computational Approaches for Exponential-Family Factor Analysis

Describes a project that uses

Uses Software

• Mathematica

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