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Pregled bibliografske jedinice broj: 927775

Intermittency of trawl processes

Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.
Intermittency of trawl processes // Statistics & probability letters, 137 (2018), 235-242 doi:10.1016/j.spl.2018.01.030 (međunarodna recenzija, članak, znanstveni)

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Naslov
Intermittency of trawl processes

Autori
Grahovac, Danijel ; Leonenko, Nikolai N. ; Taqqu, Murad S.

Izvornik
Statistics & probability letters (0167-7152) 137 (2018); 235-242

Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni

Ključne riječi
Intermittency ; trawl processes ; limit theorems ;

Sažetak
We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the dependence structure. One can have long- range dependence or short-range dependence by choosing the time set accordingly. We introduce the scaling function of the integrated process and show that its behavior displays intermittency, a phenomenon associated with an unusual behavior of moments.

Izvorni jezik
Engleski

Znanstvena područja
Matematika



POVEZANOST RADA

Ustanove:
Sveučilište u Osijeku, Odjel za matematiku

Profili:

Avatar Url Danijel Grahovac (autor)

Poveznice na cjeloviti tekst rada:

Pristup cjelovitom tekstu rada doi www.sciencedirect.com

Citiraj ovu publikaciju:

Grahovac, Danijel; Leonenko, Nikolai N.; Taqqu, Murad S.
Intermittency of trawl processes // Statistics & probability letters, 137 (2018), 235-242 doi:10.1016/j.spl.2018.01.030 (međunarodna recenzija, članak, znanstveni)
Grahovac, D., Leonenko, N. & Taqqu, M. (2018) Intermittency of trawl processes. Statistics & probability letters, 137, 235-242 doi:10.1016/j.spl.2018.01.030.
@article{article, author = {Grahovac, Danijel and Leonenko, Nikolai N. and Taqqu, Murad S.}, year = {2018}, pages = {235-242}, DOI = {10.1016/j.spl.2018.01.030}, keywords = {Intermittency, trawl processes, limit theorems, }, journal = {Statistics and probability letters}, doi = {10.1016/j.spl.2018.01.030}, volume = {137}, issn = {0167-7152}, title = {Intermittency of trawl processes}, keyword = {Intermittency, trawl processes, limit theorems, } }
@article{article, author = {Grahovac, Danijel and Leonenko, Nikolai N. and Taqqu, Murad S.}, year = {2018}, pages = {235-242}, DOI = {10.1016/j.spl.2018.01.030}, keywords = {Intermittency, trawl processes, limit theorems, }, journal = {Statistics and probability letters}, doi = {10.1016/j.spl.2018.01.030}, volume = {137}, issn = {0167-7152}, title = {Intermittency of trawl processes}, keyword = {Intermittency, trawl processes, limit theorems, } }

Časopis indeksira:


  • Current Contents Connect (CCC)
  • Web of Science Core Collection (WoSCC)
    • Science Citation Index Expanded (SCI-EXP)
    • SCI-EXP, SSCI i/ili A&HCI
  • Scopus

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