Empirical spectral processes and their applications to stationary point processes

DOI10.1214/AOAP/1177004610zbMath0851.60021OpenAlexW2050778680MaRDI QIDQ1916489

Michael Eichler

Publication date: 17 November 1996

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

Full work available at URL: https://doi.org/10.1214/aoap/1177004610

zbMATH Keywords

functional central limit theorempoint processesspectral density estimationempirical spectral process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

On mathematical models of the service networks ⋮ Estimation of spectral functionals for Lévy-driven continuous-time linear models with tapered data ⋮ Measuring the association of stationary point processes using spectral analysis techniques

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