On the tail behaviour of the distribution function of multiple stochastic integrals

DOI10.1007/BF00334204zbMath0628.60065MaRDI QIDQ1093248

Péter Major

Publication date: 1988

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

empirical distributionmultiple integrals with respect to a Poisson process

Mathematics Subject Classification ID

Stochastic integrals (60H05) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (2)

Strong and weak representations of cumulative hazard function and Kaplan- Meier estimators on increasing sets ⋮ Parametric bootstrap tests for continuous and discrete distributions

Cites Work

• Strong embedding of the estimator of the distribution function under random censorship

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