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On the Long-Range Dependence of Mixed Fractional Poisson Process
Published 13 Oct 2019 in math.PR | (1910.05854v2)
Abstract: In this paper, we show that the mixed fractional Poisson process (MFPP) exhibits the long-range dependence (LRD) property. It is proved by establishing an asymptotic result for the covariance of inverse mixed stable subordinator. Also, it is shown that the increments of the MFPP, namely, the mixed fractional Poissonian noise (MFPN) has the short-range dependence (SRD) property.
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