{"title":"Filtered fractional Poisson processes","authors":"B.L.S. Prakasa Rao","doi":"10.1016/j.stamet.2015.04.004","DOIUrl":null,"url":null,"abstract":"<div><p>We introduce a class of processes termed as filtered fractional Poisson processes (FFPP) and study their properties and give some applications of these to stochastic models. In addition, we study filtered fractional Levy processes (FFLP) as a generalization of these models.</p></div>","PeriodicalId":48877,"journal":{"name":"Statistical Methodology","volume":"26 ","pages":"Pages 124-134"},"PeriodicalIF":0.0000,"publicationDate":"2015-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1016/j.stamet.2015.04.004","citationCount":"4","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Statistical Methodology","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S1572312715000337","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q","JCRName":"Mathematics","Score":null,"Total":0}
引用次数: 4
Abstract
We introduce a class of processes termed as filtered fractional Poisson processes (FFPP) and study their properties and give some applications of these to stochastic models. In addition, we study filtered fractional Levy processes (FFLP) as a generalization of these models.
期刊介绍：
Statistical Methodology aims to publish articles of high quality reflecting the varied facets of contemporary statistical theory as well as of significant applications. In addition to helping to stimulate research, the journal intends to bring about interactions among statisticians and scientists in other disciplines broadly interested in statistical methodology. The journal focuses on traditional areas such as statistical inference, multivariate analysis, design of experiments, sampling theory, regression analysis, re-sampling methods, time series, nonparametric statistics, etc., and also gives special emphasis to established as well as emerging applied areas.
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