%0 Journal Article
%T 基于事件点联合分布的自激滤过泊松过程的低阶矩<br>Low order moments of self-excited filtered Poisson processes based on joint distribution of event points
%A 马明
%A 边莉娜
%A 刘华&lt
%A br&gt
%A MA Ming
%A BIAN Li-na
%A LIU Hua
%J 山东大学学报（理学版）
%D 2018
%R 10.6040/j.issn.1671-9352.0.2017.402
%X 摘要： 利用事件发生点的联合分布给出了自激发射噪声过程的第一、二阶矩,在此基础上得到了自激滤过的泊松过程的第一、二阶矩的简洁证明。<br>Abstract: Based on the joint distribution of event points, the first and second order moments of the self-excited shot noise process are given. On this basis, the first and second order moments of Poisson process of self-excited filtering are obtained
%K 矩
%K 自激发射噪声过程
%K 客户寿命价值
%K 自激滤过的泊松过程
%K &lt
%K br&gt
%K self-exciting shot noise process
%K self-exciting filtered Poisson process
%K customer lifetime value
%K moment
%U http://lxbwk.njournal.sdu.edu.cn/CN/10.6040/j.issn.1671-9352.0.2017.402