Abstract
A simple expression for the characteristic functional of generalized shot noise is developed. Through expansions in terms of functional derivatives this yields expressions for moment functions of all orders. A central limit theorem also follows. Several examples are discussed.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
18 articles.
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5. On Some Shock Models with Poisson and Generalized Poisson Shock Processes;Statistical Modeling for Degradation Data;2017