Boundary crossing probabilities for locally Poisson processes

DOI10.1214/AOAP/1177005778zbMath0747.60047OpenAlexW2009177506MaRDI QIDQ1186305

Clive R. Loader

Publication date: 28 June 1992

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoap/1177005778

zbMATH Keywords

boundary crossingempirical processPoisson processeschange pointKolmogorov-Smirnov testing

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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