On the moments of a self-correcting process
David Vere‐Jones, Yosihiko Ogata · Journal of Applied Probability · 1984
The existence of ordinary and exponential moments of a point process with conditional intensity of the form is deduced from a Markov chain representation fort – ρN(t). These results form an application of recent theorems of Tweedie (1983a, b) and are used to obtain laws of large numbers for a range of functionals of the process.