Some notes on poisson limits for empirical point processes

DOI10.1002/cjs.10027zbMath1180.60045OpenAlexW2072619795MaRDI QIDQ3645627

Rafał Kulik, B. Gail Ivanoff, André Robert Dabrowski

Publication date: 18 November 2009

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/cjs.10027

zbMATH Keywords

multivariate extremesmultiparameter martingalesdimension-free methodscaled empirical point process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Compound Poisson approximation ⋮ Poisson approximation

Cites Work

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• An introduction to copulas. Properties and applications
• Poisson and Gaussian approximation of weighted local empirical processes
• Poisson convergence for set-indexed empirical processes
• A note on Poisson approximation of rescaled set-indexed empirical processes

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