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On the long-range dependence of fractional Poisson and negative binomial processes
, Vellaisamy P.
Published in Cambridge University Press
2016
Volume: 53
   
Issue: 4
Pages: 989 - 1000
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). © Applied Probability Trust 2016.
About the journal
JournalData powered by TypesetJournal of Applied Probability
PublisherData powered by TypesetCambridge University Press
ISSN00219002
Open AccessNo