Full characterization of the fractional Poisson process
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- Haydyn Brown & David Hobson & L. C. G. Rogers, 2001. "Robust Hedging of Barrier Options," Mathematical Finance, Wiley Blackwell, vol. 11(3), pages 285-314.
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- De Martino, Giuseppe & Spina, Serena, 2015. "Exploiting the time-dynamics of news diffusion on the Internet through a generalized Susceptible–Infected model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 634-644.
- repec:eee:stapro:v:129:y:2017:i:c:p:260-268 is not listed on IDEAS
- Beghin, Luisa & Macci, Claudio, 2013. "Large deviations for fractional Poisson processes," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1193-1202.
- Leonenko, Nikolai & Scalas, Enrico & Trinh, Mailan, 2017. "The fractional non-homogeneous Poisson process," Statistics & Probability Letters, Elsevier, vol. 120(C), pages 147-156.
- Orsingher, Enzo & Polito, Federico, 2013. "On the integral of fractional Poisson processes," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 1006-1017.
- Chicheportiche, Rémy & Chakraborti, Anirban, 2017. "A model-free characterization of recurrences in stationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 474(C), pages 312-318.
- Orsingher, Enzo & Polito, Federico, 2012. "The space-fractional Poisson process," Statistics & Probability Letters, Elsevier, vol. 82(4), pages 852-858.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-04-30 (All new papers)
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