Covariance of the marked process of censored -shock model

zbMATH Open1449.60091MaRDI QIDQ5209835FDOQ5209835

Authors: Jianhua Ye, Ying Zheng, Hua Liu 

Publication date: 22 January 2020

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• Life behavior of censored \(\delta\)-shock model

zbMATH Keywords

covarianceshock modelself-excitingfiltered Poisson process

Mathematics Subject Classification ID

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

Cited In (4)

• Lifetime behavior of discrete Markov chain censored δ shock model
• Reliability of Poisson censored δ -shock model ^*
• Parameter estimations of the censored \(\delta\)-shock model
• Second moment of self-exciting filter Poisson process

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