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-  2018 

基于事件点联合分布的自激滤过泊松过程的低阶矩
Low order moments of self-excited filtered Poisson processes based on joint distribution of event points

DOI: 10.6040/j.issn.1671-9352.0.2017.402

Keywords: ,自激发射噪声过程,客户寿命价值,自激滤过的泊松过程,
self-exciting shot noise process
,self-exciting filtered Poisson process,customer lifetime value,moment

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Abstract:

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。
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

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