Moment formulae for general point processes
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Publication:5920330
DOI10.1016/j.crma.2013.11.016zbMath1294.60072arXiv1211.4811MaRDI QIDQ5920330
Laurent Decreusefond, Ian Flint
Publication date: 9 May 2014
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.4811
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
Cites Work
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- Moments of Poisson stochastic integrals with random integrands