Limits of compound and thinned point processes

DOI10.2307/3212440MaRDI QIDQ4080506zbMATH OpenOpenAlexFDO

Authors Olav Kallenberg

Publication date 1975

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL http://www.lib.ncsu.edu/resolver/1840.4/2679

Mathematics Subject Classification ID

Stochastic processes (60G99)

Cited in

(11)

• COGARCH as a continuous-time limit of GARCH(1,1)
• A thinning result for pure jump processes
• Inference for thinned point processes, with application to Cox processes
• On Cox and renewal processes
• Derived random measures
• Ordered thinnings of point processes and random measures
• Limits of generalized compound point processes
• Compositions, inverses and thinnings of random measures
• Poisson process approximation for dependent superposition of point processes
• A theorem on regular infinitely divisible Cox processes
• Position dependent and stochastic thinning of point processes

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