A cluster-limit theorem for infinitely divisible point processes
نویسندگان
چکیده
منابع مشابه
SPECIAL ISSUE - LIMIT THEOREMS AND TIME SERIES A Cluster Limit Theorem for Infinitely Divisible Point Processes
In this article, we consider a sequence (Nn)n≥1 of point processes, whose points lie in a subset E of R\{0}, and satisfy an asymptotic independence condition. Our main result gives some necessary and sufficient conditions for the convergence in distribution of (Nn)n≥1 to an infinitely divisible point process N . As applications, we discuss the exceedance processes and point processes based on r...
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ژورنال
عنوان ژورنال: Statistics
سال: 2011
ISSN: 0233-1888,1029-4910
DOI: 10.1080/02331888.2010.541252