Convoluted Fractional Poisson Process

zbMath1469.60116arXiv2005.11167MaRDI QIDQ5009800

M. Khandakar, K. K. Kataria

Publication date: 6 August 2021

Full work available at URL: https://arxiv.org/abs/2005.11167

zbMATH Keywords

subordinationdiscrete convolutionlong-range dependence propertyshort-range dependence propertytime fractional Poisson process

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Convoluted fractional Poisson process of order k ⋮ Generalized fractional counting process ⋮ Skellam and time-changed variants of the generalized fractional counting process

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