Extremal properties of shot noise processes
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Publication:4730594
DOI10.2307/1427633zbMath0681.60110OpenAlexW2327950376MaRDI QIDQ4730594
Tailen Hsing, Jozef L. Teugels
Publication date: 1989
Published in: Unnamed Author (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427633
compound Poisson distributionmixing propertiesshot noise processextremal propertiesdomain-of- attraction
Special processes (60K99) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)
Related Items (11)
Shot Noise Distributions and Selfdecomposability ⋮ Prediction in a Poisson cluster model with multiple cluster processes ⋮ Extremes of Lévy driven mixed MA processes with convolution equivalent distributions ⋮ Asymptotic properties of the tail distribution and Hill's estimator for shot noise sequence ⋮ Functional limit theorems for renewal shot noise processes with increasing response functions ⋮ The law of the iterated logarithm for the solution of the Burgers equation with random initial data ⋮ Prediction in a Poisson cluster model ⋮ Extremes of subexponential Lévy driven moving average processes ⋮ Extremes of regularly varying Lévy-driven mixed moving average processes ⋮ On Scaling Limits of Power Law Shot-Noise Fields ⋮ Shot noise processes with randomly delayed cluster arrivals and dependent noises in the large-intensity regime
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