On binomial thinning and mixing

DOI10.1016/J.INDAG.2022.09.003arXiv2202.10296OpenAlexW4296817144MaRDI QIDQ6135891FDOQ6135891

Andreas Löpker, Offer Kella

Publication date: 28 August 2023

Published in: Indagationes Mathematicae. New Series (Search for Journal in Brave)

Abstract: In this paper we consider the notions of binomial thinning, binomial mixing, their generalizations, certain interplay between them, associated limit theorems and provide various examples.

Full work available at URL: https://arxiv.org/abs/2202.10296

zbMATH Keywords

binomial thinningbinomial mixturealternate probability generating function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probability theory and stochastic processes (60-XX) Exact enumeration problems, generating functions (05A15)

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