A correction term for the covariance of renewal-reward processes with multivariate rewards
type: Item
instance of: scholarly article
title: A correction term for the covariance of renewal-reward processes with multivariate rewards
zbMATH Open document ID: 1333.60189
author: Brendan Patch
author: Yoni Nazarathy
author: Thomas Taimre
published in: Statistics \& Probability Letters
publication date: 2015-11-05T00:00:00Z
full work available at URL: https://arxiv.org/abs/1408.1530
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60F05
zbMATH DE Number: 6505071
zbMATH Keywords: renewal-reward processes
zbMATH Keywords: multivariate rewards
zbMATH Keywords: covariance time curve
zbMATH Keywords: central limit theorem
MaRDI profile type: Publication
OpenAlex ID: W1984010901
Wikidata QID: Q62117577
arXiv ID: 1408.1530
cites work: Applied Probability and Queues
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cites work: A second-order approximation for the variance of a renewal reward process
cites work: Stopped Random Walks
cites work: Renewal theory in two dimensions: asymptotic results
cites work: Regenerative stochastic processes
cites work: A CLT for renewal processes with a finite set of interarrival distributions
cites work: Stochastic-Process Limits
DOI: 10.1016/J.SPL.2015.03.005
description: scientific article