Non-Negative Integer-Valued Semi-Selfsimilar Processes
arXiv:math/0703346
Abstract
Non-negative integer-valued semi-selfsimilar processes are introduced. Levy processes in this class are characterized. Its relation to an AR(1) scheme is derived.
Contents changed, reference added, 7 pages, remark.2.1 replaces remark.2.4, in PDF format, completed on 24 august 2006, Presented at the Joint Statistical Meeting and International Conference on Statistics, Probability and Related Areas of the International Indian Statistical Association, January 2-5, 2007; Cochin, India