Shot noise processes
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This dissertation studies several statistical issues for shot noise processes. A strong law of large numbers and a central limit theorem are derived under very weak conditions. Asymptotics are explored for the case of heavy-tailed shot marks. Optimal estimating equation and moment-type methods are developed for parameter estimation purpose. Asymptotic normality of the proposed estimators is established. Intructive examples are presented and simulations are included for additional feel.