The Supremum and Infimum of the Poisson Process
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(47)- On the tail behaviour of quantile processes
- Calculation of the probability of eventual ruin by Beekman's convolution series
- A probabilistic remark about the Abel-Goncharov interpolation problem
- Exact distributions of certain goodness-of-fit tests and their complete asymptotic expansions
- The \(\delta\)-corrected Kolmogorov-Smirnov test for goodness of fit
- Bootstrap models for interval estimation of longevity characteristics of sequential systems from small samples
- Bounds for the solution to the single-period inventory model with compound renewal process input: an application to setting credit card limits
- The asymptotic distribution of weighted empirical distribution functions
- Two-sample Kolmogorov-Smirnov-type tests revisited: old and new tests in terms of local levels
- Simultaneous testing of change-point location and of a regular parameter by Poisson observations
- Interval parking functions
- A generalization of parking functions allowing backward movement
- Sharp probability estimates for generalized Smirnov statistics
- A survey on distribution-free statistics based on distances between distribution functions
- Discrete compound Poisson process with curved boundaries: Polynomial structures and recur\,sions
- On estimation errors in optical communication and location
- On hypothesis testing for Poisson processes: singular cases
- The Δ-corrected kolmogorov-smirnov test with estimated parameters
- New Goodness of Fit Tests Based on Stochastic EDF
- Busemann functions and the speed of a second class particle in the rarefaction fan
- A new method for testing whether a point process is poisson
- A POISSON PROCESS APPROXIMATION FOR GENERALIZED K–S CONFIDENCE REG
- Generalised K-S confidence regions: some exact results
- Suprema of Lévy processes
- Three Kolmogorov-Smirnov-type one-sample tests with improved power properties
- The two-stage i -corrected Kolmogorov-Smirnov test
- Tests for exponentiality against new better than old in expectation and new better than some used in expectation alternatives
- Counting k-Naples parking functions through permutations and the k-Naples area statistic
- The shuffle conjecture
- Random weighting empirical distribution function and its applications to goodness-of-fit testing
- From parking functions to Gelfand pairs.
- One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests
- Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process
- Pattern avoidance in parking functions
- Some enumerative properties of parking functions
- Primeness of generalized parking functions
- Interval and -interval rational parking functions
- Fixed points and cycles of parking functions
- First-passage properties of the jump process with a drift. Two exactly solvable cases
- Enumerating k-Naples parking functions through Catalan objects
- Cost-sharing in parking games
- Suprema of Lévy processes with completely monotone jumps: spectral-theoretic approach
- First-passage properties of the jump process with a drift. The general case
- A Pollak proof for the number of weakly increasing parking functions
- New goodness-of-fit tests based on fiducial empirical distribution function
- Queueing approximation of suprema of spectrally positive Lévy process
- On limiting likelihood ratio processes of some change-point type statistical models
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