Article ID: | iaor20021473 |
Country: | United States |
Volume: | 17 |
Issue: | 1 |
Start Page Number: | 25 |
End Page Number: | 38 |
Publication Date: | Jan 2001 |
Journal: | Communications in Statistics - Stochastic Models |
Authors: | Zacks S., Stadje W., Perry D. |
For a shot-noise process X(t) with Poisson arrival times and exponentially diminishing shocks of i.i.d. sizes, we consider the first time T