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Statements
18 September 1992
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distribution theory
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intensity theory
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random measures
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marked point processes
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Palm distributions
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martingale methods
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compensators
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stochastic intensities
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representation of martingales driven by point processes
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state estimation
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Poisson processes
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empirical measures
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asymptotic properties
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estimation of functionals of point processes
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empirical functionals
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empirical Laplace functionals
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empirical Palm distributions
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martingale method of inference
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large-sample properties of martingale estimators
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multiplicative intensity model
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maximum likelihood estimators
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hypothesis testing
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Cox regression model
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general state space
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nonparametric inference
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renewal processes
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Markov renewal processes
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exercises
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