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Subordinated compound poisson processes of order K
Published in VTeX
Volume: 7
Issue: 4
Pages: 395 - 413
In this article, the compound Poisson process of order k (CPPoK) is introduced and its properties are discussed. Further, using mixture of tempered stable subordinators (MTSS) and its right continuous inverse, the two subordinated CPPoK with various distributional properties are studied. It is also shown that the space and tempered space fractional versions of CPPoK and PPoK can be obtained, which generalize the process defined in [Statist. Probab. Lett. 82 (2012), 852–858]. © 2020 The Author(s). Published by VTeX.
About the journal
JournalModern Stochastics: Theory and Applications
Open AccessNo