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• W2327950376 abstract "Consider the shot noise process X ( t ) := Σ i h ( t – τ i ), , where h is a bounded positive non-increasing function supported on a finite interval, and the are the points of a renewal process η on [0, ). In this paper, the extremal properties of { X ( t )} are studied. It is shown that these properties can be investigated in a natural way through a discrete-time process which records the states of { X ( t )} at the points of η. The important special case where η is Poisson is treated in detail, and a domain-of-attraction result for the compound Poisson distribution is obtained as a by-product." @default.
• W2327950376 created "2016-06-24" @default.
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• W2327950376 date "1989-09-01" @default.
• W2327950376 modified "2023-10-16" @default.
• W2327950376 title "Extremal properties of shot noise processes" @default.
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• W2327950376 doi "https://doi.org/10.2307/1427633" @default.
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