Estimates of the higher-order spectral densities of stationary processes which satisfy the Cramer condition with ?Rosenblatt? mixing

1976 ◽  
Vol 15 (1) ◽  
pp. 89-100
Author(s):  
I. Zurbenko ◽  
N. Zuev
Keyword(s):  
Higher Order ◽  
Stationary Processes ◽  
Spectral Densities ◽  
Cramer Condition ◽  
Cramér Condition

Estimation of spectral densities of stationary processes

1979 ◽  
Vol 19 (1) ◽  
pp. 47-60
Author(s):  
I. G. Zhurbenko ◽  
N. N. Trush
Keyword(s):  
Stationary Processes ◽  
Spectral Densities

scholarly journals The Pólya-Aeppli process and ruin problems

2004 ◽  
Vol 2004 (3) ◽  
pp. 221-234 ◽  
Author(s):  
Leda D. Minkova
Keyword(s):  
Poisson Process ◽  
Ruin Probability ◽  
Counting Process ◽  
Risk Model ◽  
Classical Risk Model ◽  
Homogeneous Poisson Process ◽  
Cramer Condition ◽  
Cramér Condition

The Pólya-Aeppli process as a generalization of the homogeneous Poisson process is defined. We consider the risk model in which the counting process is the Pólya-Aeppli process. It is called a Pólya-Aeppli risk model. The problem of finding the ruin probability and the Cramér-Lundberg approximation is studied. The Cramér condition and the Lundberg exponent are defined. Finally, the comparison between the Pélya-Aeppli risk model and the corresponding classical risk model is given.

On higher spectral densities of stationary processes with mixing

1976 ◽  
Vol 27 (4) ◽  
pp. 364-373 ◽  
Author(s):  
I. G. Zhurbenko ◽  
N. M. Zuev
Keyword(s):  
Stationary Processes ◽  
Spectral Densities
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