On the Limit Distribution of Integrals of Shot-Noise Processes

Authors

  • A. B. Il'enko

Abstract

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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Published

25.01.2002

Issue

Vol. 54 No. 1 (2002)

Section

Research articles

How to Cite

Il'enko, A. B. “On the Limit Distribution of Integrals of Shot-Noise Processes”. Ukrains’kyi Matematychnyi Zhurnal, vol. 54, no. 1, Jan. 2002, pp. 53-62, https://umj.imath.kiev.ua/index.php/umj/article/view/4039.