Translator Disclaimer
December 2016 On the long-range dependence of fractional Poisson and negative binomial processes
A. Maheshwari, P. Vellaisamy
Author Affiliations +
J. Appl. Probab. 53(4): 989-1000 (December 2016).

Abstract

We discuss the short-range dependence (SRD) property of the increments of the fractional Poisson process, called the fractional Poissonian noise. We also establish that the fractional negative binomial process (FNBP) has the long-range dependence (LRD) property, while the increments of the FNBP have the SRD property. Our definitions of the SRD/LRD properties are similar to those for a stationary process and different from those recently used in Biard and Saussereau (2014).

Citation

Download Citation

A. Maheshwari. P. Vellaisamy. "On the long-range dependence of fractional Poisson and negative binomial processes." J. Appl. Probab. 53 (4) 989 - 1000, December 2016.

Information

Published: December 2016
First available in Project Euclid: 7 December 2016

zbMATH: 1355.60052
MathSciNet: MR3581236

Subjects:
Primary: 60G22
Secondary: 60G55

Rights: Copyright © 2016 Applied Probability Trust

JOURNAL ARTICLE
12 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

SHARE
Vol.53 • No. 4 • December 2016
Back to Top