Convergence of compensators of simple point processes

DOI10.2307/3315164MaRDI QIDQ3678362zbMATH OpenOpenAlexFDO

Authors Ioana Schiopu Kratina

Publication date 1985

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

Full work available at URL https://doi.org/10.2307/3315164

zbMATH Keywords

convergence in probability of the compensatorsquasi-left-continuous point process with independent increments

Mathematics Subject Classification ID

Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) General theory of stochastic processes (60G07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

• A martingale approach to the Poisson convergence of simple point processes

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