Dirk-Philip Brandes

collaborators

2 papers

math.ST2020

Inheritance of strong mixing and weak dependence under renewal sampling

Dirk-Philip Brandes, Imma Valentina Curato, Robert Stelzer

Let $X$ be a continuous-time strongly mixing or weakly dependent process and $T$ a renewal process independent of $X$ with inter-arrival times $τ$ . We show general conditions under…

math.PR2018

On the sample autocovariance of a Lévy driven moving average process when sampled at a renewal sequence

Dirk-Philip Brandes, Imma Valentina Curato

We consider a Lévy driven continuous time moving average process $X$ sampled at random times which follow a renewal structure independent of $X$ . Asymptotic normality of the sample…