Discrete-time trawl processes

Doukhan, P; Jakubowski, A; Lopes, SRC; Surgailis, D

Doukhan, P (reprint author), Univ Cergy Pontoise, UMR AGM8088, 2 Av Adolphe Chauvin, F-95302 Cergy Pontoise, France.

STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019; 129 (4): 1326

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......

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