The general cumulants for a filtered point process (Q5950105)

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scientific article; zbMATH DE number 1679670
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The general cumulants for a filtered point process
scientific article; zbMATH DE number 1679670

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    The general cumulants for a filtered point process (English)
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    9 May 2002
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    From the authors' conclusion: This paper provides the reader with a methodology for theoretically deriving the statistics of a random process that can be modeled as a filtered point process. The general cumulants for a filtered point process are derived and expressed as the functions of the constants describing the properties of the impulse and the response function representing the causal relation between the impulse and the response. Based on the proposed general cumulants, the basic statistics such as mean, variance, coefficients of skewness, coefficient of kurtosis, and correlation coefficients of the random process can be readily obtained.
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    cumulant
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    characteristic functional
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    filtered point process
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