Asymptotic tail behavior of Poisson shot-noise processes with interdependence between shock and arrival time
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Publication:2453866
DOI10.1016/j.spl.2014.01.026zbMath1321.60104OpenAlexW2080614872MaRDI QIDQ2453866
Publication date: 11 June 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.01.026
Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems in probability theory (60F99)
Related Items (1)
Regular variation of a random length sequence of random variables and application to risk assessment
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