Poisson approximations for time-changed point processes

DOI10.1016/0304-4149(88)90040-3zbMath0651.60062OpenAlexW2011316609MaRDI QIDQ1106547

M. Gopalan Nair, Timothy C. Brown

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90040-3

zbMATH Keywords

point processstopping timeslocal martingalevariation distancesurvival models.time transformed point processes

Mathematics Subject Classification ID

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

Related Items

A new approach to Poisson approximation of simple point processes using compensators ⋮ Random time change and an integral representation for marked stopping times ⋮ On the optimality of multivariate Poisson approximation ⋮ On non-simple marked point processes

Cites Work

• Some Poisson approximations using compensators
• Séminaire de probabilités. V. Université de Strasbourg
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