Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond

Tetyana Kadankova; Nikolai Leonenko; Enrico Scalas

doi:https://doi.org/10.1080/03610926.2021.1958228

Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond

Tetyana Kadankova, Nikolai Leonenko, Enrico Scalas

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

4 Downloads (Pure)

Abstract

We introduce two classes of point processes: a fractional non-homogeneous Poisson process of order k and a fractional non-homogeneous Pólya-Aeppli process of order k. We characterize these processes by deriving their non-local governing equations. We further study the covariance structure of the processes and investigate the long-range dependence property.

Original language	English
Pages (from-to)	1-20
Number of pages	20
Journal	Communications in Statistics - Theory and Methods
DOIs	https://doi.org/10.1080/03610926.2021.1958228
Publication status	Published - 2021

Access to Document

https://doi.org/10.1080/03610926.2021.1958228Licence: Unspecified

fpp_corrected_mai2021

Link to publication in Scopus

Cite this

@article{f768883434fe407db495c6dd591cb4d2,

title = "Fractional non-homogeneous Poisson and P{\'o}lya-Aeppli processes of order k and beyond",

abstract = "We introduce two classes of point processes: a fractional non-homogeneous Poisson process of order k and a fractional non-homogeneous P{\'o}lya-Aeppli process of order k. We characterize these processes by deriving their non-local governing equations. We further study the covariance structure of the processes and investigate the long-range dependence property.",

author = "Tetyana Kadankova and Nikolai Leonenko and Enrico Scalas",

year = "2021",

doi = "https://doi.org/10.1080/03610926.2021.1958228",

language = "English",

pages = "1--20",

journal = "Communications in Statistics - Theory and Methods",

issn = "0361-0926",

publisher = "Taylor and Francis Ltd.",

}

TY - JOUR

T1 - Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond

AU - Kadankova, Tetyana

AU - Leonenko, Nikolai

AU - Scalas, Enrico

PY - 2021

Y1 - 2021

N2 - We introduce two classes of point processes: a fractional non-homogeneous Poisson process of order k and a fractional non-homogeneous Pólya-Aeppli process of order k. We characterize these processes by deriving their non-local governing equations. We further study the covariance structure of the processes and investigate the long-range dependence property.

AB - We introduce two classes of point processes: a fractional non-homogeneous Poisson process of order k and a fractional non-homogeneous Pólya-Aeppli process of order k. We characterize these processes by deriving their non-local governing equations. We further study the covariance structure of the processes and investigate the long-range dependence property.

UR - http://www.scopus.com/inward/record.url?scp=85114900725&partnerID=8YFLogxK

U2 - https://doi.org/10.1080/03610926.2021.1958228

DO - https://doi.org/10.1080/03610926.2021.1958228

M3 - Article

SP - 1

EP - 20

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

ER -

Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond

Abstract

Access to Document

Fingerprint

Cite this