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On piecewise linear processes

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dc.creatorRatanov, Nikita
dc.date.accessioned2020-05-26T00:01:14Z
dc.date.available2020-05-26T00:01:14Z
dc.date.created2014spa
dc.description.abstractThe 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.eng
dc.format.mimetypeapplication/pdf
dc.identifier.doihttps://doi.org/10.1016/j.spl.2014.03.015
dc.identifier.issn1677152
dc.identifier.urihttps://repository.urosario.edu.co/handle/10336/23336
dc.language.isoengspa
dc.publisherElsevierspa
dc.relation.citationEndPage67
dc.relation.citationIssueNo. 1
dc.relation.citationStartPage60
dc.relation.citationTitleStatistics and Probability Letters
dc.relation.citationVolumeVol. 90
dc.relation.ispartofStatistics and Probability Letters, ISSN:1677152, Vol.90, No.1 (2014); pp. 60-67spa
dc.relation.urihttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84897477482&doi=10.1016%2fj.spl.2014.03.015&partnerID=40&md5=aad75363999dd02e3454986b4e03c836spa
dc.rights.accesRightsinfo:eu-repo/semantics/openAccess
dc.rights.accesoAbierto (Texto Completo)spa
dc.source.instnameinstname:Universidad del Rosariospa
dc.source.reponamereponame:Repositorio Institucional EdocURspa
dc.subject.keywordErlang distributionspa
dc.subject.keywordFinancial modellingspa
dc.subject.keywordMartingalesspa
dc.subject.keywordPiecewise constant processspa
dc.subject.keywordPiecewise linear processspa
dc.titleOn piecewise linear processesspa
dc.typearticleeng
dc.type.hasVersioninfo:eu-repo/semantics/publishedVersion
dc.type.spaArtículospa
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