Poisson fractional processes
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Xiao-Tian Wang; Zhi-Xiong Wen
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Article
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2003
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Elsevier Science
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English
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In this paper, we propose a class of non-Gaussian stationary increment processes, named Poisson fractional processes W รฐjร H รฐtร, which permit the study of the effects of long-range dependance in a large number of fields. The processes W รฐjร H รฐtร are self-similar in wide sense, exhibit more fatter