A1329
Title: On the estimation of parameters of fractional Poisson processes
Authors: Aditya Maheshwari - Indian Institute of Management Indore (India) [presenting]
Abstract: The Fractional Poisson Process (FPP) plays a pivotal role in modeling systems with long-range dependence. We will apply the Method of Moments for estimating the parameters that characterize the FPP, particularly emphasising the index of dispersion and the memory parameter. By generating sample paths through simulation, we will validate the effectiveness of the method in estimating these parameters. Through comparative analysis and simulations, we aim to demonstrate the robustness and practicality of this approach. The presentation aims to offer a methodological guide for researchers and practitioners to efficiently estimate FPP parameters, providing them with a powerful tool for understanding and modeling complex systems with long-range dependent properties.
