Inference for shot noise

DOI10.1007/S11203-004-5350-4zbMATH Open1117.62087OpenAlexW2020433273MaRDI QIDQ995837FDOQ995837

Authors: Yuanhui Xiao, Robert Lund 

Publication date: 10 September 2007

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11203-004-5350-4

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zbMATH Keywords

conditional least squareslinear predictionconditional expectationestimating functions

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09)

Cites Work

• On generalized shot noise
• Extremes for shot noise processes with heavy tailed amplitudes
• Prediction-based estimating functions
• The foundations of finite sample estimation in stochastic processes
• An analysis of cell membrane noise
• Prediction of shot noise
• Loud shot noise

Cited In (6)

• Prediction of components in random sums
• Title not available (Why is that?)
• Moment generating function and applications of Poisson shot noise process
• Prediction of shot noise
• Title not available (Why is that?)
• Nonparametric estimation of Mark's distribution of an exponential shot-noise process

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