Donsker type theorem for fractional Poisson process

Author:

Araya Héctor,Bahamonde Natalia,Torres Soledad,Viens Frederi

Funder

Proyecto Fondecyt Post-Doctorado

Fondecyt

Mathamsud

ECOS

REDES

National Science Foundation

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference21 articles.

1. Araya, H., Bahamonde, N., Roa, T., Torres, S., Statistical inference in fractional Poisson Ornstein-Uhlenbeck process. Preprint arXiv:1712.050666, 2018+.

2. Convergence of Probability Measures;Billingsley,1999

3. Variations and Hurst index estimation for a Rosenblatt process using longer filters;Chronopoulou;Electron. J. Stat.,2009

4. Random walks and subfractional brownian motion;Dai;Comm. Statist. Theory Methods,2016

5. Stochastic processes beyond semimartingales with application to interest rates credit risk and volatility modeling;Fink,2011

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