On generalized shot noise

DOI10.2307/1426114MaRDI QIDQ4158252zbMATH OpenOpenAlexFDO

Authors

Publication date 1977

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1426114

Mathematics Subject Classification ID

Stochastic processes (60G99)

Cited in

(30)

• On the shot-noise streamflow model and its applications
• On a new shot noise process and the induced survival model
• Functional limit theorems for a new class of non-stationary shot noise processes
• Numerical aspects of shot noise representation of infinitely divisible laws and related processes
• On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes
• Shot noise, weak convergence and diffusion approximations
• Power and exponential moments of the number of visits and related quantities for perturbed random walks
• Self-exciting hurdle models for terrorist activity
• Survival of systems with protection subject to two types of external attacks
• Large deviations for multidimensional state-dependent shot-noise processes
• The transparent dead leaves model
• Stochastic survival models with events triggered by external shocks
• scientific article; zbMATH DE number 3842895 (Why is no real title available?)
• Properties of strictly -sub-Gaussian quasi-shot-noise processes
• Poisson bounds for moments of shot noise processes
• Qualitative and asymptotic properties of stochastic integrals related to random marked point processes
• On some shock models with Poisson and generalized Poisson shock processes
• Moments of renewal shot-noise processes and their applications
• A dynamic bivariate common shock model with cumulative effect and its actuarial application
• Shot-noise processes in finance
• Limiting properties of Poisson shot noise processes
• Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime
• A functional limit theorem for general shot noise processes
• Functional limit theorems for shot noise processes with weakly dependent noises
• Redundancy in Gaussian random fields
• Semiparametric Goodness-of-Fit Test for Clustered Point Processes with a Shape-Constrained Pair Correlation Function
• On generalized shock models for deteriorating systems
• Stochastic modeling of quality of systems operating in a heterogeneous environment
• Scaling limits for interactive Hawkes shot noise processes
• Inference for shot noise

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