Covariance of the marked process of censored -shock model

MaRDI QIDQ5209835zbMATH OpenFDO

Authors Jianhua Ye, Ying Zheng, Hua Liu

Publication date 22 January 2020

zbMATH Keywords

covarianceshock modelself-excitingfiltered Poisson process

Mathematics Subject Classification ID

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

Recommendations

• Censored \(\delta\)-shock model under non-homogeneous Poisson process
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Cited in

(4)

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

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