Estimation of parameters in the fractional compound Poisson process

作者：Wang Ying; Wang Dehui; Zhu Fukang^*

来源：Communications in Nonlinear Science & Numerical Simulation, 2014, 19(10): 3425-3430.

DOI：10.1016/j.cnsns.2014.03.008

• Fractional compound Poisson process
• Mittag-Leffler function
• Method-of-moments estimation

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.

• 出版日期2014-10
• 单位吉林大学