Time-changed Poisson processes
نویسندگان
چکیده
منابع مشابه
Correlation Structure of Time-Changed Lévy Processes
Time-changed Lévy processes include the fractional Poisson process, and the scaling limit of a continuous time random walk. They are obtained by replacing the deterministic time variable by a positive non-decreasing random process. The use of time-changed processes in modeling often requires the knowledge of their second order properties such as the correlation function. This paper provides the...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2011
ISSN: 0167-7152
DOI: 10.1016/j.spl.2011.08.002