Time series formed from the superposition of discrete renewal processes
- 1 March 1989
- journal article
- Published by Cambridge University Press (CUP) in Journal of Applied Probability
- Vol. 26 (1) , 189-195
- https://doi.org/10.2307/3214330
Abstract
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.Keywords
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