Discrete-time trawl processes
Stochastic Processes and their Applications(2019)
Abstract
We introduce a class of discrete time stationary trawl processes taking real or integer values and written as sums of past values of independent ‘seed’ processes on shrinking intervals (‘trawl heights’). Related trawl processes in continuous time were studied in Barndorff-Nielsen et al. (2011, 2014).
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60K99,60G22,60G52,60F17
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