JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2019, Vol. 54 ›› Issue (7): 113-116.doi: 10.6040/j.issn.1671-9352.0.2018.341

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Covariance of the marked process of censored δ-shock model

YE Jian-hua*, ZHENG Ying, LIU Hua   

  1. Institute of Mathematics and Computer Science, Northwest Minzu University, Lanzhou 730030, Gansu, China
  • Published:2019-06-27

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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

CLC Number: 

  • O211.6
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[1] MA Ming, BIAN Li-na, LIU Hua. Low order moments of self-excited filtered Poisson processes based on joint distribution of event points [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2018, 53(4): 55-58.
[2] CHEN Hao-jun, ZHENG Ying, MA Ming, BIAN Li-na, LIU Hua. Covariance of self-exciting filtered Poisson process [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2018, 53(12): 75-79.
[3] YE Jian-hua, MA Ming. Lifetime distribution behavior of discrete open censored δ-shock model [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2015, 50(04): 8-13.
[4] ZHENG Ying, MA Ming*. Second moment of selfexciting filter poisson process [J]. J4, 2013, 48(09): 35-39.
[5] LI Ling1, CHENG Guo-qing1, TANG Ying-hui2. Optimal inspection and replacement policy for a shock model with preventive repair [J]. J4, 2011, 46(9): 122-126.
[6] MA Ming. Computation of the integral of lifetime distribution in the δ-shock model and the properties of the M function [J]. J4, 2008, 43(12): 15-19.
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