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Long-range dependence in a Cox process directed by a Markov renewal process

Daley, Daryl; Rolski, T; Vesilo, Rein


A Cox process NCox directed by a stationary random measure ξ has second moment var & NCox(0,t] = E(ξ(0,t]) + var ξ(0,t], where bystationarity E(ξ(0,t]) = (const.) t = E NCox(0,t]), so long-range dependence (LRD) properties of NCox coincide with LRD pr

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
Source: Journal of Applied Mathematics and Decision Sciences
DOI: 10.1155/2007/83852


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