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Abstract
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.