Noncausal counting processes: a queuing perspective

DOI10.1214/21-EJS1875zbMath1471.62464OpenAlexW3188800301MaRDI QIDQ2233556

Yang Lu, Christian Gouriéroux

Publication date: 11 October 2021

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-15/issue-2/Noncausal-counting-processes-A-queuing-perspective/10.1214/21-EJS1875.full

zbMATH Keywords

infinite server queuediscrete stable distributionnoncausal processtime reversibility bubble

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Queueing theory (aspects of probability theory) (60K25)

Related Items (1)

Noncausal affine processes with applications to derivative pricing

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