On Long-Range Dependence in Regenerative Processes Based on a General ON/OFF Scheme
Work
Year: 2007
Type: article
Abstract: In this paper, we obtain a closed form for the covariance function of a general stationary regenerative process. It is used to derive exact asymptotics of the covariance function of stationary ON/OFF ... more
Source: Journal of Applied Probability
Authors Remigijus Leipus, Донатас Сургайлис
Institutions Institute of Mathematics and Informatics, Czech Academy of Sciences, Institute of Mathematics, Vilnius University
Cites: 9
Cited by: 3
Related to: 10
FWCI:
Citation percentile (by year/subfield): 63.98
Subfield: Management Information Systems
Domain: Social Sciences
Open Access status: bronze