Moment generating function and applications of Poisson shot noise process

DOI10.19411/J.1007-824X.2018.02.009MaRDI QIDQ4624818zbMATH OpenFDO

Authors Yuru Shi, Yu-Ting Tang, Enmiao Wang, Jun Yan

Publication date 22 February 2019

Full work available at URL https://doi.org/10.19411/J.1007-824X.2018.02.009

zbMATH Keywords

average waiting timemartingalemoment generating functionparameter estimatePoisson shot noise process

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Point estimation (62F10)

Recommendations

• Asymptotic analysis of Poisson shot noise processes, and applications
• Poisson bounds for moments of shot noise processes
• Asymptotic properties of intensity estimators for Poisson shot-noise processes
• Extremal properties of shot noise processes
• Inference for shot noise

Cited in

(1)

• Moments of renewal shot-noise processes and their applications

This page was built for publication: Moment generating function and applications of Poisson shot noise process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4624818)