Time-changed Poisson processes

DOI10.1016/j.spl.2011.08.002zbMath1227.60063arXiv1105.0657OpenAlexW2006322905MaRDI QIDQ645448

Erkan Nane, Arun Kumar, Palaniappan Vellaisamy

Publication date: 15 November 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.0657

zbMATH Keywords

subordinationhitting timesdifference-differential equationinverse Gaussian processtempered stable processestime-changed process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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