A compensator characterization of point processes on topological lattices
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Publication:2461959
DOI10.1214/EJP.v12-390zbMath1127.60085OpenAlexW1987152958MaRDI QIDQ2461959
Mathieu Plante, Ely Merzbach, B. Gail Ivanoff
Publication date: 23 November 2007
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/128218
Poisson processcompensatorsmultiparameter martingalemultiparameter renewal processestotally ordered point process
Generalizations of martingales (60G48) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Renewal theory (60K05)
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Limit theorems for the compensator of Hawkes processes ⋮ Path-dependent estimation of a distribution under generalized censoring ⋮ Nonparametric estimation for a two-dimensional renewal process ⋮ Fractional Poisson fields and martingales ⋮ Estimation of a distribution under generalized censoring ⋮ Optimal detection of a change-set in a spatial Poisson process ⋮ Set indexed strong martingales and path independent variation ⋮ Regularity of an abstract Wiener integral ⋮ A Compensator Characterization of Planar Point Processes
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