Models of Alternating Renewal Process at Discrete Time

Bousseboua, Moussedek, and Lazhar Rahmani, Fouad. "Models of Alternating Renewal Process at Discrete Time." Serdica Mathematical Journal 27.2 (2001): 115-130. <http://eudml.org/doc/11528>.

@article{Bousseboua2001,
abstract = {We study a class of models used with success in the modelling of climatological sequences. These models are based on the notion of renewal. At first, we examine the probabilistic aspects of these models to afterwards study the estimation of their parameters and their asymptotical properties, in particular the consistence and the normality. We will discuss for applications, two particular classes of alternating renewal processes at discrete time. The first class is defined by laws of sojourn time that are translated negative binomial laws and the second class, suggested by Green is deduced from alternating renewal process in continuous time with sojourn time laws which are exponential laws with parameters α^0 and α^1 respectively.},
author = {Bousseboua, Moussedek, Lazhar Rahmani, Fouad},
journal = {Serdica Mathematical Journal},
keywords = {Time Series; Alternating Renewal Process; Sojourn Time Laws; Persistence; time series; alternating renewal process; sojourn time laws; persistence},
language = {eng},
number = {2},
pages = {115-130},
publisher = {Institute of Mathematics and Informatics Bulgarian Academy of Sciences},
title = {Models of Alternating Renewal Process at Discrete Time},
url = {http://eudml.org/doc/11528},
volume = {27},
year = {2001},
}

TY - JOUR
AU - Bousseboua, Moussedek
AU - Lazhar Rahmani, Fouad
TI - Models of Alternating Renewal Process at Discrete Time
JO - Serdica Mathematical Journal
PY - 2001
PB - Institute of Mathematics and Informatics Bulgarian Academy of Sciences
VL - 27
IS - 2
SP - 115
EP - 130
AB - We study a class of models used with success in the modelling of climatological sequences. These models are based on the notion of renewal. At first, we examine the probabilistic aspects of these models to afterwards study the estimation of their parameters and their asymptotical properties, in particular the consistence and the normality. We will discuss for applications, two particular classes of alternating renewal processes at discrete time. The first class is defined by laws of sojourn time that are translated negative binomial laws and the second class, suggested by Green is deduced from alternating renewal process in continuous time with sojourn time laws which are exponential laws with parameters α^0 and α^1 respectively.
LA - eng
KW - Time Series; Alternating Renewal Process; Sojourn Time Laws; Persistence; time series; alternating renewal process; sojourn time laws; persistence
UR - http://eudml.org/doc/11528
ER -