Precise deviations for Cox processes with a shot noise intensity

DOI10.1080/03610926.2018.1522351OpenAlexW2964116687MaRDI QIDQ5077947

Zailei Cheng, Youngsoo Seol

Publication date: 20 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.07864

zbMATH Keywords

Cox processesPoisson shot noiseprecise deviationsmod-\(\phi\) convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Statistics (62-XX) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Uses Software

• QRM

Cites Work

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