Large and moderate deviation principles of the sample mean of Poisson shot noise process

Jun Yan

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 16, 5327-5338

Abstract: Several asymptotic behaviors of the sample mean of Poisson shot noise process are studied. Large and moderate deviation principles of the sample mean of the Poisson shot noise process are established. Some examples are given to show the applications of the main results, and some simulation results are given to verify the main results.

Date: 2025
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DOI: 10.1080/03610926.2024.2436142

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