@article{5b8ce91fb8714a3a85d99a580d081ad0,
title = "Donsker type theorem for fractional Poisson process",
abstract = "In this paper we study a Donsker type theorem for the fractional Poisson process (fPp). We present the random walk discretization and its associated convergence theorem in the Skorohod topology. Simulation results are also presented.",
keywords = "Donsker type theorem, Fractional Poisson process, Long memory, Random walk, Skorohod topology",
author = "H{\'e}ctor Araya and Natalia Bahamonde and Soledad Torres and Frederi Viens",
note = "Funding Information: H. Araya was partially supported by Proyecto Fondecyt Post-Doctorado , Chile 3190465 . N. Bahamonde was partially supported by grants Fondecyt , Chile 1160527 and Mathamsud , Chile 18MATH07 . S. Torres was partially supported by grants ECOS , Chile C15E05 , Fondecyt , Chile 1171335 , REDES , Chile 150038 and Mathamsud , Chile 19MATH06 . F. Viens{\textquoteright}s work is partially supported by the National Science Foundation , USA under award numbers DMS 1407762 , DMS 1734183 and DMS 1811779 . Publisher Copyright: {\textcopyright} 2019 Elsevier B.V.",
year = "2019",
month = jul,
doi = "10.1016/j.spl.2019.01.036",
language = "English",
volume = "150",
pages = "1--8",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",
}