Large deviations for fractional Poisson processes
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Joan Del Castillo & Marta Pérez-Casany, 1998. "Weighted Poisson Distributions for Overdispersion and Underdispersion Situations," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 50(3), pages 567-585, September.
- Balakrishnan, N. & Kozubowski, Tomasz J., 2008. "A class of weighted Poisson processes," Statistics & Probability Letters, Elsevier, vol. 78(15), pages 2346-2352, October.
- Mauro Politi & Taisei Kaizoji & Enrico Scalas, 2011. "Full characterization of the fractional Poisson process," Papers 1104.4234, arXiv.org.
- Orsingher, Enzo & Polito, Federico, 2012. "The space-fractional Poisson process," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 852-858.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Macci, Claudio & Pacchiarotti, Barbara, 2015. "Large deviations for a class of counting processes and some statistical applications," Statistics & Probability Letters, Elsevier, vol. 104(C), pages 36-48.
- Kreer, Markus & Kızılersü, Ayşe & Thomas, Anthony W., 2014. "Fractional Poisson processes and their representation by infinite systems of ordinary differential equations," Statistics & Probability Letters, Elsevier, vol. 84(C), pages 27-32.
- repec:eee:stapro:v:129:y:2017:i:c:p:260-268 is not listed on IDEAS
More about this item
KeywordsMittag-Leffler function; Renewal process; Ruin probability; Weighted Poisson distribution; Relative entropy;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:83:y:2013:i:4:p:1193-1202. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.