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

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Date

2007

Authors

Daley, Daryl
Rolski, T
Vesilo, Rein

Journal Title

Journal ISSN

Volume Title

Publisher

Hindawi Publishing Corporation

Abstract

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

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Keywords

Citation

URI

http://hdl.handle.net/1885/34329

Collections

ANU Research Publications

Source

Journal of Applied Mathematics and Decision Sciences

Type

Journal article

Book Title

Entity type

Access Statement

License Rights

DOI

10.1155/2007/83852

Restricted until

2037-12-31

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01_Daley_Long-range_dependence_in_a_Cox_2007.pdf (231.74 KB)

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