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- W1567640656 abstract "Abstract : A construction is given for a stationary sequence of random variables the set (X sub i) which have exponential marginal distributions and are random linear combinations of order one of an i.i.d. exponential sequence the set (epsilon sub i). The joint and trivariate exponential distributions of (X sub (i-1), (X sub i) and (X sub (i + 1)) are studied, as well as the intensity function, point spectrum and variance time curve for the point process which has the set (X sub i) sequence for successive times between events. Initial conditions to make the point process count stationary are given, and extensions to higher order moving averages and Gamma point processes are discussed." @default.
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- W1567640656 date "1975-06-01" @default.
- W1567640656 modified "2023-09-24" @default.
- W1567640656 title "A Moving Average Exponential Point Process (EMAl)" @default.
- W1567640656 doi "https://doi.org/10.21236/ada012941" @default.
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