Generalized Bernoulli process: simulation, estimation, and application

DOI10.1515/DEMO-2021-0106MaRDI QIDQ2076955zbMATH OpenOpenAlexFDO

Authors Jeonghwa Lee

Publication date 22 February 2022

Published in Dependence Modeling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1515/demo-2021-0106

zbMATH Keywords

Bernoulli processearthquake datageneralized Bernoulli processHurst exponentlong-range dependence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Point estimation (62F10)

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Cites work

• A reflected fBm limit for fluid models with ON/OFF sources under heavy traffic
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• Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
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• Fractional Brownian Motions, Fractional Noises and Applications
• Fractional Poisson fields and martingales
• Fractional Poisson process
• Fractional Poisson processes and related planar random motions
• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
• Generalized Bernoulli process with long-range dependence and fractional binomial distribution
• On the long-range dependence of mixed fractional Poisson process
• Parameter estimation for fractional Poisson processes
• Random-time processes governed by differential equations of fractional distributed order
• The wavelet transform of stochastic processes with stationary increments and its application to fractional Brownian motion
• Wavelet analysis and synthesis of fractional Brownian motion

Cited in

(4)

• The Input Evaluation of Generalized Bernoulli Processes for Salary Lines Construction by Means of Continuous Time Generalized Non-Homogeneous Semi-Markov Processes
• Fitting Generalized Hyperbolic processes - New insights for generating initial values
• On the construction of stationary processes and random fields
• Generalized Bernoulli process and fractional Poisson process

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