Donsker type theorem for fractional Poisson process

Héctor Araya; Natalia Bahamonde; Soledad Torres; Frederi Viens

doi:10.1016/j.spl.2019.01.036

Donsker type theorem for fractional Poisson process

Héctor Araya
, Natalia Bahamonde
, Soledad Torres
, Frederi Viens

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

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.

Original language	English
Pages (from-to)	1-8
Number of pages	8
Journal	Statistics and Probability Letters
Volume	150
DOIs	https://doi.org/10.1016/j.spl.2019.01.036
State	Published - Jul 2019
Externally published	Yes

Keywords

Donsker type theorem
Fractional Poisson process
Long memory
Random walk
Skorohod topology

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10.1016/j.spl.2019.01.036

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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 = "Publisher Copyright: {\textcopyright} 2019 Elsevier B.V.",

year = "2019",

month = jul,

doi = "10.1016/j.spl.2019.01.036",

language = "English",

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T1 - Donsker type theorem for fractional Poisson process

AU - Araya, Héctor

AU - Bahamonde, Natalia

AU - Torres, Soledad

AU - Viens, Frederi

PY - 2019/7

Y1 - 2019/7

N2 - 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.

AB - 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.

KW - Donsker type theorem

KW - Fractional Poisson process

KW - Long memory

KW - Random walk

KW - Skorohod topology

UR - https://www.scopus.com/pages/publications/85062673668

U2 - 10.1016/j.spl.2019.01.036

DO - 10.1016/j.spl.2019.01.036

M3 - Article

AN - SCOPUS:85062673668

SN - 0167-7152

VL - 150

SP - 1

EP - 8

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

ER -

Donsker type theorem for fractional Poisson process

Abstract

Keywords

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