Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order k and beyond
2021
We introduce two classes of point processes: a fractional non-homogeneous Poisson process of order k and a fractional non-homogeneous Polya-Aeppli process of order k: We characterize these processes by deriving their non-local governing equations. We further study the covariance structure of the processes and investigate the long-range dependence property.
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