Estimation of parameters in the fractional compound Poisson process

DOI10.1016/j.cnsns.2014.03.008zbMath1470.62041OpenAlexW2067686110MaRDI QIDQ2300261

De-Hui Wang, Ying Wang, Fukang Zhu

Publication date: 27 February 2020

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cnsns.2014.03.008

zbMATH Keywords

Mittag-Leffler functionmethod-of-moments estimationfractional compound Poisson process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Mittag-Leffler functions and generalizations (33E12)

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Cites Work

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• A Class of CTRWs: Compound Fractional Poisson Processes
• Large Sample Techniques for Statistics
• Some applications of the fractional Poisson probability distribution
• Fractional Discrete Processes: Compound and Mixed Poisson Representations

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