Point processes in time and stein's method

DOI10.1080/17442509808834176MaRDI QIDQ4236078zbMATH OpenOpenAlexFDO

Authors Aihua Xia, A. D. Barbour, Timothy C. Brown

Publication date 7 November 1999

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509808834176

zbMATH Keywords

compensatorsimple point processWasserstein metric

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cited in

(14)

• Stein's method and point process approximation
• On Stein's method and point process approximation
• On using the first difference in the Stein-Chen method
• Distance estimates for dependent superpositions of point processes
• The Stein-Dirichlet-Malliavin method
• Point Process Calculus in Time and Space
• A new metric between distributions of point processes
• A prohorov bound for a poisson process and an arbitrary counting process with some applications
• On the asymptotics of locally dependent point processes
• On the rate of Poisson process approximation to a Bernoulli process
• On metrics in point process approximation
• Poisson approximation, compensators and coupling
• Removing logarithms in Poisson approximation to the partial sum process of a Markov chain
• Stein's method and Poisson process approximation for a class of Wasserstein metrics

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