Convergence of compensators of simple point processes

DOI10.2307/3315164zbMath0564.60006OpenAlexW2119356464MaRDI QIDQ3678362

Ioana Schiopu Kratina

Publication date: 1985

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315164

zbMATH Keywords

convergence in probability of the compensatorsquasi-left-continuous point process with independent increments

Mathematics Subject Classification ID

General theory of stochastic processes (60G07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12)

Related Items (1)

Weak convergence of processes in D(R) and compensation of point processes

Cites Work

• A martingale approach to the Poisson convergence of simple point processes

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