Prediction of shot noise

DOI10.1239/jap/1032374459zbMath0947.60038OpenAlexW2004686463MaRDI QIDQ4935333

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Publication date: 1 November 2000

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1032374459

zbMATH Keywords

predictionsaddlepoint approximationmean squared errorshot noise

Mathematics Subject Classification ID

Generalized stochastic processes (60G20) Prediction theory (aspects of stochastic processes) (60G25)

Related Items (6)

Prediction of components in random sums ⋮ Small sample inference for exponential survival times with heavy right-censoring ⋮ Risk comparisons of premium rules: Optimality and a life insurance study ⋮ Limiting properties of Poisson shot noise processes ⋮ Inference for shot noise ⋮ Extensions of saddlepoint-based bootstrap inference

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