Some limit theorems for simple point processes (a martingale approach)
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Publication:3883235
DOI10.1080/17442508008833145zbMath0441.60045MaRDI QIDQ3883235
Albert N. Shiryaev, Robert Sh. Liptser, Youri M.Kabanov
Publication date: 1980
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508008833145
60G44: Martingales with continuous parameter
60G07: General theory of stochastic processes
60F17: Functional limit theorems; invariance principles
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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