Time series formed from the superposition of discrete renewal processes

Time series formed from the superposition of discrete renewal processes

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Article ID: iaor1990358
Country: Israel
Volume: 26
Issue: 1
Start Page Number: 189
End Page Number: 195
Publication Date: Mar 1989
Journal: Journal of Applied Probability
Authors:
Abstract:

The superposition of independent, discrete, renewal processes produces a counting process which is also a discrete time series. The conditional distribution and correlation structure of this kind of time series may be obtained. In suitable conditions the conditional distribution has a spectrum which is exactly or approximately rational. When this is so, an ARMA can be found which matches the spectrum of the superposition.

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