Inference for shot noise

DOI10.1007/s11203-004-5350-4zbMath1117.62087OpenAlexW2020433273MaRDI QIDQ995837

Yuanhui Xiao, Robert B. 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 expectationlinear predictionestimating functionsconditional least squares

Mathematics Subject Classification ID

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

Related Items (2)

Prediction of components in random sums ⋮ Nonparametric estimation of Mark's distribution of an exponential shot-noise process

Cites Work

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

This page was built for publication: Inference for shot noise