Abstract
For a stationary long-range dependent point process N(.) with Palm distribution P0, the Hurst index H ≡ sup{h : lim sup t→∞t-2h var N(0,t] = ∞} is related to the moment index κ ≡ sup{k : E0(Tk) < ∞} of a generic stationary interval T between points (E0 denotes expectation with respect to P0) by 2H + κ ≥ 3, it being known that equality holds for a stationary renewal process. Thus, a stationary point process for which κ < 2 is necessarily long-range dependent with Hurst index greater than ½. An extended example of a Wold process shows that a stationary point process can be both long-range count dependent and long-range interval dependent and have finite mean square interval length, i.e., E0(T2) < ∞.
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