A Note on One-Dimensional Distances between Two Counting Processes

DOI10.1137/1129076MaRDI QIDQ3702215zbMATH OpenOpenAlexFDO

Authors M. Nikunen, Esko Valkeila

Publication date 1984

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1129076

zbMATH Keywords

compensatorsdistance between counting processes

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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(6)

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