Convoluted fractional Poisson process of order k

DOI10.1080/17442508.2023.2165399zbMath1524.60078OpenAlexW4316672077MaRDI QIDQ6080804

Publication date: 4 October 2023

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2023.2165399

zbMATH Keywords

discrete convolution long-range dependence property fractional Poisson process of order \(k\)inverse \(\alpha\)-stable subordinator

Mathematics Subject Classification ID

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

Cites Work

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