A
A. Maheshwari
Researcher at Indian Institute of Management Indore
Publications - 16
Citations - 157
A. Maheshwari is an academic researcher from Indian Institute of Management Indore. The author has contributed to research in topics: Fractional Poisson process & Subordinator. The author has an hindex of 6, co-authored 14 publications receiving 113 citations. Previous affiliations of A. Maheshwari include Indian Institute of Technology Bombay.
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Fractional negative binomial and pólya processes
TL;DR: In this article, a fractional negative binomial process FNBP was defined by replacing the Poisson process by a FPP in the gamma subordinated form of the NBP.
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Non-homogeneous space-time fractional Poisson processes
TL;DR: The space-time fractional Poisson process (STFPP) as mentioned in this paper is a generalization of the TFPP and the space fractional poisson process, defined by Orsingher and Poilto (2012).
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Linnik Lévy process and some extensions
TL;DR: In this paper, the Linnik Levy process (LLP) is proposed to model leptokurtic data with heavy-tailed behavior, and the authors give a step-by-step procedure of the parameters estimation and calibrate the parameters of the LLP with the Arconic Inc equity data taken from Yahoo finance.
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Time-changed Poisson processes of order $k$
TL;DR: In this paper, the authors studied the Poisson process of order k (PPoK) time-changed with an independent Levy subordinator and its inverse, which they call respectively, as TCPPoK-I and TCPPOK-II, through various distributional properties, long-range dependence and limit theorems for the PPoK and the TCP-I.
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Superposition of time-changed Poisson processes and their hitting times
TL;DR: In this paper, the authors studied some extensions of the Poisson process of order $i$ for different forms of weights and also with the time-changed versions, with Bern\v stein subordinator playing the role of time.