Stationary jump processes for planar directions obtained by wrapping

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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