On the Limit Distribution of Integrals of Shot-Noise Processes
Abstract
We establish limit theorems for integrals of shot-noise processes and study the asymptotic behavior of the moments of integrals of this type.
English version (Springer): Ukrainian Mathematical Journal 54 (2002), no. 1, pp 64-75.
Citation Example: Il'enko A. B. On the Limit Distribution of Integrals of Shot-Noise Processes // Ukr. Mat. Zh. - 2002. - 54, № 1. - pp. 53-62.
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