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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Reference10 articles.
1. Renewal theory and its ramifications;Smith;J. R. Statist. Soc.,1958
2. A property of power series with positive coefficients
Cited by
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