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Time series formed from the superposition of discrete renewal processes
Published online by Cambridge University Press: 14 July 2016
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.
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- Copyright © Applied Probability Trust 1989
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