Fractional non homogeneous Poisson and P lya Aeppli processes of order k and beyond.pdf (1.9 MB)
Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
journal contribution
posted on 2023-06-10, 00:24 authored by Tetyana Kadankova, Nikolai Leonenko, Enrico ScalasWe introduce two classes of point processes: a fractional non-homogeneous Poisson process of order k and a fractional non-homogeneous Pólya-Aeppli process of order k: We characterize these processes by deriving their non-local governing equations. We further study the covariance structure of the processes and investigate the long-range dependence property.
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- Published
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- Published version
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Communications in Statistics: Theory and MethodsISSN
0361-0926Publisher
Taylor & FrancisExternal DOI
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- Mathematics Publications
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- Probability and Statistics Research Group Publications
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Legacy Posted Date
2021-07-20First Open Access (FOA) Date
2021-09-16First Compliant Deposit (FCD) Date
2021-07-19Usage metrics
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