Fractional Poisson process. II

DOI10.1016/J.CHAOS.2005.05.019zbMATH Open1086.60022OpenAlexW2030857258MaRDI QIDQ813596FDOQ813596

Zhixiong Wen, Xiao-Tian Wang, Shi-ying Zhang

Publication date: 13 February 2006

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2005.05.019

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zbMATH Keywords

Long-range dependenceContinuous sample pathsWide-sense selfsimilar processesWide-sense stationary increments

Mathematics Subject Classification ID

Sample path properties (60G17) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Cites Work

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• FRACTAL APPROACHES IN SIGNAL PROCESSING
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• On some possible generalizations of fractional Brownian motion.
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• From classical mechanics to unitary propagation without quantization.
• Nonlinear dynamics and infinite dimensional topology in high energy particle physics.
• Asymptotic properties of the fractional Brownian motion of Riemann-Liouville type
• Fractional (space-time) Fokker-Planck equation
• Exotic statistical physics: applications to biology, medicine, and economics

Cited In (22)

• Fractional Poisson fields
• Fractional pure birth processes
• Nonhomogeneous fractional Poisson processes
• A fractional generalization of the Poisson processes
• Parameter estimation for fractional Poisson processes
• Fractional Poisson processes and related planar random motions
• Parameter estimation for a discrete time model driven by fractional Poisson process
• Donsker type theorem for fractional Poisson process
• Large deviations for fractional Poisson processes
• Convoluted fractional Poisson process of order k
• The two-point correlation function of the fractional parts of $\sqrt {n}$ is Poisson
• Recent developments on fractional point processes
• The fractional non-homogeneous Poisson process
• Title not available (Why is that?)
• Simulation and estimation for the fractional Yule process
• A Poisson bridge between fractional Brownian motion and stable Lévy motion
• Title not available (Why is that?)
• Stochastic mortality model with respect to mixed fractional Poisson process: calibration and empirical analysis of long-range dependence in actuarial valuation
• On the fractional Poisson process and the discretized stable subordinator
• The on-off network traffic model under intermediate scaling
• Poisson fractional processes
• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE

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