Limit theorems for point processes and their functionals

DOI10.2969/jmsj/03830543zbMath0624.60061OpenAlexW2112996828MaRDI QIDQ578738

Shinzo Watanabe, Yuji Kasahara

Publication date: 1986

Published in: Journal of the Mathematical Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2969/jmsj/03830543

zbMATH Keywords

minimamaximaconvergence of point processesdependent triangular arraysItô point processesmartingale characterization results

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Stochastic integrals (60H05) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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