On piecewise linear processes

Nikita Ratanov

doi:10.1016/j.spl.2014.03.015

On piecewise linear processes

Nikita Ratanov

urosario

Research output: Contribution to journal › Article › peer-review

5 Scopus citations

Abstract

The letter concerns piecewise deterministic processes controlled by a Markov flow with exponentially, Exp (_λn), distributed interarrival times _{T n}. Assuming all rates _λn to be different, we study the distribution of a piecewise linear process with jumps.

Original language	English (US)
Pages (from-to)	60-67
Number of pages	8
Journal	Statistics and Probability Letters
Volume	90
Issue number	1
DOIs	https://doi.org/10.1016/j.spl.2014.03.015
State	Published - Jul 2014

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2014.03.015

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title = "On piecewise linear processes",

abstract = "The letter concerns piecewise deterministic processes controlled by a Markov flow with exponentially, Exp (λn), distributed interarrival times T n. Assuming all rates λn to be different, we study the distribution of a piecewise linear process with jumps.",

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year = "2014",

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DO - 10.1016/j.spl.2014.03.015

M3 - Article

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VL - 90

SP - 60

EP - 67

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

IS - 1

ER -

On piecewise linear processes

Abstract

All Science Journal Classification (ASJC) codes

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