Parameter estimation for fractional Poisson processes

Statistical Inference Using Extreme Order Statistics

James Pickands · The Annals of Statistics · 1975 · 3.6K citations

Natural Sciences, Mathematics, Probability Theory +12

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Bruce M. Hill · The Annals of Statistics · 1975 · 3.1K citations · Full text

Natural Sciences, Mathematics, Bayesian Data Analysis +15

Bootstrap confidence intervals

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Public Health, Biostatistics, Mathematics +17

Stable Non-Gaussian Random Processes: Stochastic Models with Infinite Variance.

Thomas Mikosch, Gennady Samorodnitsky, Murad S. Taqqu · Journal of the American Statistical Association · 1995 · 1.4K citations

Engineering, Mathematics, Physics +14

Fractional Poisson Process

Nick Laskin · Communications in Nonlinear Science and Numerical Simulation · 2003 · 298 citations