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Donsker Type Theorem For Fractional Poisson Process
Journal
Statistics & Probability Letters
Date Issued
2019-02-15
Author(s)
WoS ID
WOS:000466623900001
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.
OCDE Subjects
Quartile (Date Issued)
Q4
License
acceso restringido