2 papers
math.ST2021
Fractional Poisson random sum and its associated normal variance mixture
Gabriela Oliveira, Wagner Barreto-Souza, Roger W. C. Silva
In this work, we study the partial sums of independent and identically distributed random variables with the number of terms following a fractional Poisson (FP) distribution. The F…
math.PR2020
Convergence and inference for mixed Poisson random sums
Wagner Barreto-Souza, Gabriela Oliveira, Roger W. C. Silva
In this paper we obtain the limit distribution for partial sums with a random number of terms following a class of mixed Poisson distributions. The resulting weak limit is a mixing…