Fractional Poisson random sum and its associated normal variance mixture

Mathematics

• Random Sum 100%
• Variance 100%
• Summation 100%
• Partial Sum 50%
• Weak Convergence 50%
• Weak Limit 50%
• Poisson Distribution 50%
• Empirical Illustration 50%
• Number 50%
• Random Variable 50%
• Asymptotic Distribution 50%
• Parameter Estimation 50%
• Leffler Law 50%

Keyphrases

• Normal Variance Mixture 100%
• Fractional Poisson 100%
• Poisson Random Sum 100%
• Mittag-Leffler Distribution 75%
• Stock Exchange Index 25%
• Daily Log 25%
• Mittag-Leffler Law 25%
• Mixed Poisson 25%
• Conway-Maxwell-Poisson 25%
• Log-returns 25%
• Poisson Law 25%
• Fractional Poisson Distribution 25%
• Ibovespa 25%