Stationarity of delayed subordinators

Stationarity of delayed subordinators

0.00 Avg rating0 Votes
Article ID: iaor20022069
Country: United States
Volume: 17
Issue: 3
Start Page Number: 369
End Page Number: 374
Publication Date: Jan 2001
Journal: Communications in Statistics - Stochastic Models
Authors: ,
Keywords: Renewal theory
Abstract:

It is shown that, analogous to partial-sum processes in renewal theory, nondecreasing Lévy processes (subordinators) can be delayed such as to show a certain stationarity.

Reviews

Required fields are marked *. Your email address will not be published.