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: | Blight P.A. |
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.