On the long-range dependence of fractional Poisson and negative binomial processes

DOI10.1017/jpr.2016.59zbMath1355.60052arXiv1601.05177OpenAlexW2345771457MaRDI QIDQ2956504

Aditya Maheshwari, Palaniappan Vellaisamy

Publication date: 17 January 2017

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.05177

zbMATH Keywords

long-range dependencefractional Poisson processfractional negative binomial process

Mathematics Subject Classification ID

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

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• On defining long-range dependence
• Fractional Negative Binomial and Polya Processes

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