Inference for shot noise

DOI10.1007/S11203-004-5350-4MaRDI QIDQ995837zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(6)

• Prediction of components in random sums
• scientific article; zbMATH DE number 4066049 (Why is no real title available?)
• Moment generating function and applications of Poisson shot noise process
• Prediction of shot noise
• scientific article; zbMATH DE number 4192789 (Why is no real title available?)
• Nonparametric estimation of Mark's distribution of an exponential shot-noise process

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