On long-range dependent time series driven by pseudo-Poisson type processes

In many practical systems, the load changes at the moments when random events occur, which are often modeled as arrivals in a Poisson process independent of the current load state. This modeling approach is widely applicable in areas such as telecommunications, queueing theory, and reliability engineering. This motivates the development of models that combine family-wise scaling with non-Gaussian driving mechanisms, capturing discontinuities or jump-type behavior. In this paper, a stationary time series is formed from increments of a family-wise scaling process defined on the positive real line. This family-wise scaling process is expressed as an integral of a pseudo-Poisson type process. It is established that this stationary time series exhibits long-range dependence, as indicated by an autocovariance function that decays following a power law with a slowly varying component, and a spectral density that displays a power-law divergence at low frequencies. The autocovariances are not summable, indicating strong correlations over long time intervals. This framework extends the classical results on fractional Gaussian noise as well as on series driven by Poisson-type or Lévy-type noise. Additionally, it provides a versatile methodology for the spectral analysis of one-sided long-memory stochastic processes.