Filtered fractional Poisson processes

DOI10.1016/J.STAMET.2015.04.004MaRDI QIDQ1731380zbMATH OpenOpenAlexFDO

Authors B. L. S. Prakasa Rao

Publication date 13 March 2019

Published in Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.stamet.2015.04.004

zbMATH Keywords

Mittag-Leffler distributionfiltered fractal time Poisson processfiltered fractional Levy processfiltered fractional Poisson process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Renewal theory (60K05)

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Cites work

• scientific article; zbMATH DE number 3174818 (Why is no real title available?)
• scientific article; zbMATH DE number 3426632 (Why is no real title available?)
• A fractional generalization of the Poisson processes
• Beyond the Poisson renewal process: a tutorial survey
• Chaos, fractional kinetics, and anomalous transport
• Estimation of Mittag-Leffler parameters
• Fractional Poisson process
• Fractional kinetic equations: solutions and applications
• Large deviations for fractional Poisson processes
• Limit theorems for occupation times of Markov processes
• Mathematical Analysis of Random Noise
• On Linnik's continuous-time random walks
• On Mittag-Leffler functions and related distributions
• Parameter estimation for fractional Poisson processes
• The fractional Poisson process and the inverse stable subordinator
• The random walk's guide to anomalous diffusion: A fractional dynamics approach

Cited in

(8)

• On filtered binary processes
• Filtered statistical models and Hellinger processes
• Filtered probability
• Fractional processes and their statistical inference: an overview
• On pseudo-Mittag-Leffler functions and applications
• Convoluted fractional Poisson process of order k
• A point process approach to filtered processes
• scientific article; zbMATH DE number 6193920 (Why is no real title available?)

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