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Volumn 34, Issue 1, 2002, Pages 205-222

Power spectra of general shot noises and Hawkes point processes with a random excitation

Author keywords

Bartlett spectra; Hawkes process; Point process; Shot noise

Indexed keywords

INTEGRAL EQUATIONS; MATHEMATICAL MODELS; POISSON DISTRIBUTION; SHOT NOISE; SPECTRUM ANALYSIS; THEOREM PROVING;

EID: 0036508533     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1019160957     Document Type: Article
Times cited : (59)

References (22)
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    • An insensitivity property of Lundberg's estimate for delayed claims
    • (2000) J. Appl. Prob. , vol.37 , pp. 914-917
    • Brémaud, P.1
  • 10
    • 0002920214 scopus 로고
    • Spectra of some self-exciting and mutually exciting point processes
    • (1971) Biometrika , vol.58 , pp. 83-90
    • Hawkes, A.G.1
  • 11
  • 21
    • 84961835646 scopus 로고
    • Über spontane Stromschwankungen in verschiedenen Elektrizitätsleitern
    • (1918) Ann. Phys. , vol.57 , pp. 541-567
    • Schottky, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.