Compensator and exponential inequalities for some suprema of counting processes

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Publication:2497814


DOI10.1016/j.spl.2006.03.012zbMath1101.60033MaRDI QIDQ2497814

Patricia Reynaud-Bouret

Publication date: 4 August 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.03.012


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


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