The Hurst index of long-range dependent renewal processes

DOI10.1214/AOP/1022677560zbMath0961.60083OpenAlexW4252260572MaRDI QIDQ1577750

Daryl J. Daley

Publication date: 28 May 2001

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022677560

zbMATH Keywords

asymptotic behaviourHurst indexmoment indexnonstationary renewal function

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)

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Statistical signatures of structural organization: the case of long memory in renewal processes ⋮ Including Long-Range Dependence in Integrate-and-Fire Models of the High Interspike-Interval Variability of Cortical Neurons ⋮ Long-range dependence of stationary processes in single-server queues ⋮ Point process diagnostics based on weighted second-order statistics and their asymptotic properties ⋮ Fractional Poisson fields and martingales ⋮ Fractional risk process in insurance ⋮ Hard-Core Thinnings of Germ‒Grain Models with Power-Law Grain Sizes ⋮ Fractional Poisson fields

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