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Parameter Estimation and Seasonal Modification of the Fra...
[Submitted on 11 Nov 2025 (v1), last revised 24 Jun 2026 (this v · 2026-06-25 · via stat updates on arXiv.org

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Abstract:The fractional Poisson process (FPP) generalizes the standard Poisson process by replacing exponentially distributed return times with Mittag-Leffler distributed ones with an extra tail parameter, allowing for greater flexibility. The FPP has been applied in various fields, such as modeling occurrences of extratropical cyclones in meteorology and solar flares in physics. We propose a new estimation method for the parameters of the FPP, based on minimizing the distance between the empirical and the theoretical distribution at selected quantiles. We conduct an extensive simulation study to evaluate the advantages and limitations of the new estimation method and to compare it with several competing estimators, some of which have not yet been examined in the Mittag-Leffler setting. To enhance the applicability of the FPP in real-world scenarios, particularly in meteorology, we propose a method for incorporating seasonality into the FPP through distance-based weighting. We then analyze the return times of relative vorticity extremes in the North Atlantic-European region using our seasonal modeling approach.

Submission history

From: Merle Mendel [view email]
[v1] Tue, 11 Nov 2025 10:32:23 UTC (8,205 KB)
[v2] Wed, 24 Jun 2026 13:14:25 UTC (8,221 KB)