Estimation of parameters in the fractional compound Poisson process期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

Estimation of parameters in the fractional compound Poisson process

Affiliation:	1. Department of Control Science and Engineering, Huazhong University of Science and Technology, Wuhan 430074, China;2. Key Laboratory of Image Processing and Intelligent Control of Education Ministry of China, Wuhan 430074, China;3. Texas A & M University at Qatar, Doha 5825, Qatar;1. Dpto. de Matemàtica Aplicada I, Universitat Politècnica de Catalunya, Escola Tècnica Superior d’Enginyeria Industrial de Barcelona, Diagonal 647, E-08028 Barcelona, Spain;2. Dpto. de Matemática Aplicada, Universidad Rey Juan Carlos, C/ Tulipán s/n, 28933 Móstoles, Madrid, Spain;1. Institute of Condensed Matter and Complex Systems Physics, Department of Applied Science and Technology, Politecnico di Torino, C.so Duca degli Abruzzi 24, 10129 Torino, Italy;2. LAUM, CNRS, Université du Maine, Av. O. Messiaen, 72085 Le Mans, Cedex 9, France

Abstract:	This paper discusses method-of-moments estimators for parameters in the fractional compound Poisson process and establishes asymptotic normality of estimators. Simulation are presented to illustrate the properties of the estimators.

Keywords:	Fractional compound Poisson process Mittag–Leffler function Method-of-moments estimation
本文献已被 ScienceDirect 等数据库收录！