Non-Negative Integer-Valued Semi-Selfsimilar Processes
概率论
2007-08-13 v2 统计理论
统计理论
摘要
Non-negative integer-valued semi-selfsimilar processes are introduced. Levy processes in this class are characterized. Its relation to an AR(1) scheme is derived.
引用
@article{arxiv.math/0703346,
title = {Non-Negative Integer-Valued Semi-Selfsimilar Processes},
author = {S Satheesh and E Sandhya},
journal= {arXiv preprint arXiv:math/0703346},
year = {2007}
}
备注
Contents changed, reference added, 7 pages, remark.2.1 replaces remark.2.4, in PDF format, completed on 24 august 2006, Presented at the Joint Statistical Meeting and International Conference on Statistics, Probability and Related Areas of the International Indian Statistical Association, January 2-5, 2007; Cochin, India