截断δ冲击模型标值过程的协方差

doi:10.6040/j.issn.1671-9352.0.2018.341

《山东大学学报(理学版)》 ›› 2019, Vol. 54 ›› Issue (7): 113-116.doi: 10.6040/j.issn.1671-9352.0.2018.341

• • 上一篇

截断δ冲击模型标值过程的协方差

冶建华^*,郑莹,刘华

西北民族大学数学与计算机科学学院, 甘肃兰州 730030

发布日期:2019-06-27
基金资助:
国家自然科学基金资助项目(11361049);西北民族大学中央高校基本科研业务费专项资金资助项目(31920180044);国家民委中青年英才计划资助项目(〔2014〕121号);西北民族大学“双一流”和特色发展引导专项资金资助项目

Covariance of the marked process of censored δ-shock model

YE Jian-hua^*, ZHENG Ying, LIU Hua

Institute of Mathematics and Computer Science, Northwest Minzu University, Lanzhou 730030, Gansu, China

Published:2019-06-27

摘要/Abstract

摘要： 在自激滤过泊松过程协方差研究的基础上,推导出了截断δ冲击模型标值过程的协方差的显式表达式,拓展了δ冲击模型理论。

关键词: 滤过的泊松过程, 冲击模型, 协方差, 自激

Abstract: Based on the study of covariance of self-excited filtering Poisson process, the explicit expression of covariance of the marked process of censored δ shock model is derived, which extends the theory of δ-shock model.

Key words: filtered Poisson process, shock model, covariance, self-exciting

中图分类号:

O211.6

冶建华,郑莹,刘华. 截断δ冲击模型标值过程的协方差[J]. 《山东大学学报(理学版)》, 2019, 54(7): 113-116.

YE Jian-hua, ZHENG Ying, LIU Hua. Covariance of the marked process of censored δ-shock model[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2019, 54(7): 113-116.

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截断δ冲击模型标值过程的协方差

Covariance of the marked process of censored δ-shock model

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