On the Limit Distribution of Integrals of Shot-Noise Processes

We establish limit theorems for integrals of shot-noise processes and study the asymptotic behavior of the moments of integrals of this type.

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Bibliographic Details
Date:2002
Main Authors: Il'enko, A. B., Ільєнко, А. Б.
Format: Article
Language:Ukrainian
English
Published: Institute of Mathematics, NAS of Ukraine 2002
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/4039
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal