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math.PR2022
A finite-state stationary process with long-range dependence and fractional multinomial distribution
Jeonghwa Lee
We propose a discrete-time, finite-state stationary process that can possess long-range dependence. Among the interesting features of this process is that each state can have diffe…
math.PR2022
Noncentral moderate deviations for fractional Skellam processes
Jeonghwa Lee, Claudio Macci
The term \emph{moderate deviations} is often used in the literature to mean a class of large deviation principles that, in some sense, fills the gap between a convergence in probab…