Limit theorems for point processes and their functionals

DOI10.2969/JMSJ/03830543MaRDI QIDQ578738zbMATH OpenOpenAlexFDO

Authors Yuji Kasahara, Shinzo Watanabe

Publication date 1986

Published in Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2969/jmsj/03830543

zbMATH Keywords

convergence of point processesdependent triangular arraysItô point processesmartingale characterization resultsmaximaminima

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic integrals (60H05)

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