Article ID Journal Published Year Pages File Type
1151653 Statistical Methodology 2015 11 Pages PDF
Abstract

We introduce a class of processes termed as filtered fractional Poisson processes (FFPP) and study their properties and give some applications of these to stochastic models. In addition, we study filtered fractional Levy processes (FFLP) as a generalization of these models.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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