The asymptotic behaviour of sample means of shot noise processes (Q2771523)
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scientific article; zbMATH DE number 1705768
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic behaviour of sample means of shot noise processes |
scientific article; zbMATH DE number 1705768 |
Statements
17 February 2002
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stochastic processes with independent increments
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shot noise processes
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sample average
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large deviations
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central limit theorem
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law of iterated logarithm
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moments characterization
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The asymptotic behaviour of sample means of shot noise processes (English)
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Let \(q(t)\) be a shot noise process defined by the Lévy process without Gaussian component. Asymptotic properties of sample averages of the type \(\overline q(T) =(1/T)\int _0^T q(t) dt\) are investigated. For instance, conditions which provide the central limit theorem and the law of iterated logarithm for \(\overline q(T)\) are discussed.
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