On piecewise linear processes

The letter concerns piecewise deterministic processes controlled by a Markov flow with exponentially, Exp (?n), distributed interarrival times T n. Assuming all rates ?n to be different, we study the distribution of a piecewise linear process with jumps. © 2014 Elsevier B.V.

Autores:
Tipo de recurso:
Fecha de publicación:
2014
Institución:
Universidad del Rosario
Repositorio:
Repositorio EdocUR - U. Rosario
Idioma:
eng
OAI Identifier:
oai:repository.urosario.edu.co:10336/23336
Acceso en línea:
https://doi.org/10.1016/j.spl.2014.03.015
https://repository.urosario.edu.co/handle/10336/23336
Palabra clave:
Erlang distribution
Financial modelling
Martingales
Piecewise constant process
Piecewise linear process
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License
Abierto (Texto Completo)
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spelling 3203526002020-05-26T00:01:14Z2020-05-26T00:01:14Z2014The letter concerns piecewise deterministic processes controlled by a Markov flow with exponentially, Exp (?n), distributed interarrival times T n. Assuming all rates ?n to be different, we study the distribution of a piecewise linear process with jumps. © 2014 Elsevier B.V.application/pdfhttps://doi.org/10.1016/j.spl.2014.03.0151677152https://repository.urosario.edu.co/handle/10336/23336engElsevier67No. 160Statistics and Probability LettersVol. 90Statistics and Probability Letters, ISSN:1677152, Vol.90, No.1 (2014); pp. 60-67https://www.scopus.com/inward/record.uri?eid=2-s2.0-84897477482&doi=10.1016%2fj.spl.2014.03.015&partnerID=40&md5=aad75363999dd02e3454986b4e03c836Abierto (Texto Completo)http://purl.org/coar/access_right/c_abf2instname:Universidad del Rosarioreponame:Repositorio Institucional EdocURErlang distributionFinancial modellingMartingalesPiecewise constant processPiecewise linear processOn piecewise linear processesarticleArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501Ratanov, NikitaORIGINAL1-s2-0-S0167715214001084-main.pdfapplication/pdf396130https://repository.urosario.edu.co/bitstreams/00d015d8-545f-4985-86af-ef0e11669e73/download7676972d41bc3f853517cd97bcd3c246MD51TEXT1-s2-0-S0167715214001084-main.pdf.txt1-s2-0-S0167715214001084-main.pdf.txtExtracted texttext/plain21641https://repository.urosario.edu.co/bitstreams/93e52ef8-6caa-4f5d-816c-4ab6443d6983/download87ffd47fdb0b8404fd946a2d22eaf272MD52THUMBNAIL1-s2-0-S0167715214001084-main.pdf.jpg1-s2-0-S0167715214001084-main.pdf.jpgGenerated Thumbnailimage/jpeg4051https://repository.urosario.edu.co/bitstreams/3cd82218-2268-4b78-a5d3-f282ed1f1119/downloade2a63279a65da5227c172e87d474a450MD5310336/23336oai:repository.urosario.edu.co:10336/233362021-06-10 23:05:00.362https://repository.urosario.edu.coRepositorio institucional EdocURedocur@urosario.edu.co
dc.title.spa.fl_str_mv On piecewise linear processes
title On piecewise linear processes
spellingShingle On piecewise linear processes
Erlang distribution
Financial modelling
Martingales
Piecewise constant process
Piecewise linear process
title_short On piecewise linear processes
title_full On piecewise linear processes
title_fullStr On piecewise linear processes
title_full_unstemmed On piecewise linear processes
title_sort On piecewise linear processes
dc.subject.keyword.spa.fl_str_mv Erlang distribution
Financial modelling
Martingales
Piecewise constant process
Piecewise linear process
topic Erlang distribution
Financial modelling
Martingales
Piecewise constant process
Piecewise linear process
description The letter concerns piecewise deterministic processes controlled by a Markov flow with exponentially, Exp (?n), distributed interarrival times T n. Assuming all rates ?n to be different, we study the distribution of a piecewise linear process with jumps. © 2014 Elsevier B.V.
publishDate 2014
dc.date.created.spa.fl_str_mv 2014
dc.date.accessioned.none.fl_str_mv 2020-05-26T00:01:14Z
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dc.type.eng.fl_str_mv article
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dc.identifier.doi.none.fl_str_mv https://doi.org/10.1016/j.spl.2014.03.015
dc.identifier.issn.none.fl_str_mv 1677152
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https://repository.urosario.edu.co/handle/10336/23336
identifier_str_mv 1677152
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dc.relation.citationEndPage.none.fl_str_mv 67
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dc.relation.citationStartPage.none.fl_str_mv 60
dc.relation.citationTitle.none.fl_str_mv Statistics and Probability Letters
dc.relation.citationVolume.none.fl_str_mv Vol. 90
dc.relation.ispartof.spa.fl_str_mv Statistics and Probability Letters, ISSN:1677152, Vol.90, No.1 (2014); pp. 60-67
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