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

Producción científica: Contribución a una revista › Artículo › revisión exhaustiva

6 Citas (Scopus)

Resumen

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.

Idioma original	Inglés
Páginas (desde-hasta)	1-8
Número de páginas	8
Publicación	Statistics and Probability Letters
Volumen	150
DOI	https://doi.org/10.1016/j.spl.2019.01.036
Estado	Publicada - jul 2019
Publicado de forma externa	Sí

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@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 = "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",

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publisher = "Elsevier B.V.",

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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

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