most citedFractional non-homogeneous Poisson and Pólya-Aeppli processes of order and beyond

1 citations · 1 across the 2 of their papers we have counts for

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2 papers

math.PR2020★ 1 cited

Fractional non-homogeneous Poisson and Pólya-Aeppli processes of order and beyond

Tetyana Kadankova, Nikolai Leonenko, Enrico Scalas

We introduce two non-homogeneous processes: a fractional non-homogeneous Poisson process of order and and a fractional non-homogeneous Pólya-Aeppli process of order . We cha…

cond-mat.stat-mech1999

Correlations in the Bond-Future Market

Gianaurelio Cuniberti, Marco Raberto, Enrico Scalas

We analyze the time series of overnight returns for the bund and btp futures exchanged at LIFFE (London). The overnight returns of both assets are mapped onto a one-dimensional sym…