Poisson fractional processes
β
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
β 122 KB
In this paper, we propose a class of non-Gaussian stationary increment processes, named Poisson fractional processes W Γ°jΓ H Γ°tΓ, which permit the study of the effects of long-range dependance in a large number of fields. The processes W Γ°jΓ H Γ°tΓ are self-similar in wide sense, exhibit more fatter