Approximation of the basic martingale

DOI10.1214/AOS/1176325485zbMATH Open0814.60043OpenAlexW2076346777MaRDI QIDQ1339680FDOQ1339680

Authors: Alex J. Koning 

Publication date: 13 June 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325485

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zbMATH Keywords

counting processcompensatorexponential inequalityrandom censoring modelempirical process approach

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Strong limit theorems (60F15)

Cited In (6)

• Estimations in homoscedastic linear regression models with censored data: An empirical process approach
• On Wieand's theorem
• A conversation with Estate V. Khmaladze
• Title not available (Why is that?)
• Tail behaviour of Gaussian processes with applications to the Brownian pillow.
• KMT‐type inequalities and goodness‐of‐fit tests

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