Non-Negative Integer-Valued Semi-Selfsimilar Processes

MaRDI QIDQ6478953zbMATH OpenFDO

Authors S. Satheesh, E. Sandhya

Publication date 12 March 2007

Mathematics Subject Classification ID

Self-similar stochastic processes (60G18) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Abstract: 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.

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