From the 1 of 7 linked papers with an AI index.
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Noncentral moderate deviations for time-changed multivariate Lévy processes with linear combinations of inverse stable subordinators
Neha Gupta, Claudio Macci
The term noncentral moderate deviations is used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between the convergence in probab…
Geometrical subordinated Poisson processes and its extensions
Neha Gupta, Aditya Maheshwari, Dheeraj Goyal
In this paper, we study a generalized version of the Poisson-type process by time-changing it with the geometric counting process. Our work generalizes the work done by Meoli (2023…
Hawkes process with tempered Mittag-Leffler kernel
Neha Gupta, Aditya Maheshwari
In this paper, we propose an extension of the Hawkes process by incorporating a kernel based on the tempered Mittag-Leffler distribution. This is the generalization of the work pre…
Tempered Fractional Hawkes Process and Its Generalization
Neha Gupta, Aditya Maheshwari
Hawkes process (HP) is a point process with a conditionally dependent intensity function. This paper defines the tempered fractional Hawkes process (TFHP) by time-changing the HP w…