Gatto, Riccardo (2024). Stationary jump processes for planar directions obtained by wrapping. Statistics & probability letters, 205 Elsevier 10.1016/j.spl.2023.109955
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This note briefly introduces four random jump processes for planar directions: the circular random telegraph signal, the wrapped Poisson process, the wrapped signed Poisson process and the wrapped compound Poisson process. These stochastic processes on the circle are time homogeneous and it is shown that they are also (weakly) stationary. Their means and their autocovariance functions are provided and shortly illustrated.
Item Type: |
Journal Article (Original Article) |
|---|---|
Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Gatto, Riccardo |
Subjects: |
300 Social sciences, sociology & anthropology > 360 Social problems & social services 500 Science > 510 Mathematics |
ISSN: |
0167-7152 |
Publisher: |
Elsevier |
Language: |
English |
Submitter: |
Riccardo Gatto |
Date Deposited: |
15 Apr 2024 10:10 |
Last Modified: |
15 Apr 2024 10:19 |
Publisher DOI: |
10.1016/j.spl.2023.109955 |
BORIS DOI: |
10.48350/195547 |
URI: |
https://boris.unibe.ch/id/eprint/195547 |
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