Filtered fractional Poisson processes

Q Mathematics Statistical Methodology Pub Date : 2015-09-01 DOI:10.1016/j.stamet.2015.04.004

B.L.S. Prakasa Rao

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.

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过滤分数泊松过程

本文介绍了一类被称为过滤分数泊松过程的过程，研究了它们的性质，并给出了它们在随机模型中的一些应用。此外，我们研究了滤波分数阶Levy过程(FFLP)作为这些模型的推广。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistical Methodology STATISTICS & PROBABILITY-

CiteScore

0.59

自引率

0.00%

发文量

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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