Fractional Poisson process for modeling extreme values in financial data using the ABC methodology in parameter estimation

Rolando Rubilar-TorrealbaFermín, LisandroLisandroFermínTorres, SoledadSoledadTorres2026-02-252026-02-252025-05-0710.1080/02664763.2025.2501173https://cris-uv-2.scimago.es/handle/123456789/8517Fractional Poisson process for modeling extreme values in financial data using the ABC methodology in parameter estimationjournal-article