On the intensity of crossings by a shot noise process
From MaRDI portal
Publication:3768123
DOI10.2307/1427416zbMath0631.60088OpenAlexW4234866636MaRDI QIDQ3768123
Publication date: 1987
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427416
impulse response functionshot noise processstationary Poisson processexpectation of the number of upcrossings
Markov renewal processes, semi-Markov processes (60K15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items