Poisson convergence for set-indexed empirical processes
type: Item
instance of: scholarly article
title: Poisson convergence for set-indexed empirical processes
zbMATH Open document ID: 0874.60039
DOI: 10.1016/S0167-7152(96)00059-4
author: B. Gail Ivanoff
author: Ely Merzbach
published in: Statistics \& Probability Letters
publication date: 1997-11-02T00:00:00Z
Mathematics Subject Classification ID: 60G55
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 1031783
zbMATH Keywords: single jump process
zbMATH Keywords: empirical process
zbMATH Keywords: strong martingale
zbMATH Keywords: compensator
zbMATH Keywords: Poisson process
MaRDI profile type: Publication
cites work: Q3908264
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cites work: The space D(A) and weak convergence for set-indexed processes
cites work: Doob-Meyer decomposition for set-indexed submartingales
cites work: Q5719499
cites work: A note on the rate of Poisson approximation of empirical processes
cites work: Point processes indexed by directed sets
cites work: An extended martingale invariance principle
description: scientific article; zbMATH DE number 1031783