Displaying similar documents to “Testing stationary processes for independence”

Branching Processes with Immigration and Integer-valued Time Series

Dion, J., Gauthier, G., Latour, A. (1995)

Serdica Mathematical Journal

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In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes...

Strong law of large numbers for fragmentation processes

S. C. Harris, R. Knobloch, A. E. Kyprianou (2010)

Annales de l'I.H.P. Probabilités et statistiques

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In the spirit of a classical result for Crump–Mode–Jagers processes, we prove a strong law of large numbers for fragmentation processes. Specifically, for self-similar fragmentation processes, including homogenous processes, we prove the almost sure convergence of an empirical measure associated with the stopping line corresponding to first fragments of size strictly smaller than for 1≥>0.