Parameter estimation for fractional Poisson processes

DOI10.1016/j.jspi.2010.04.016zbMath1205.62118arXiv1806.02774OpenAlexW2066619787MaRDI QIDQ988943

Dexter O. Cahoy, Vladimir V. Uchaikin, Wojbor A. Woyczyński

Publication date: 19 August 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.02774

zbMATH Keywords

parameter estimationconfidence intervalsheavy tailsmethod of momentslimit distributionsfractional Poisson process

Mathematics Subject Classification ID

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• Fractional Poisson process
• Poisson fractional processes
• Bootstrap confidence intervals. With comments and a rejoinder by the authors
• Fractional master equation: Non-standard analysis and Liouville-Riemann derivative
• Estimation of parameters of fractional stable distributions
• FRACTIONAL PROCESSES: FROM POISSON TO BRANCHING ONE
• Chance and Stability

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