Time-changed Poisson processes
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Publication:645448
DOI10.1016/j.spl.2011.08.002zbMath1227.60063arXiv1105.0657MaRDI 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
subordination; hitting times; difference-differential equation; inverse Gaussian process; tempered stable processes; time-changed process
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Related Items
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