Statistical problems on point processes
Klaus Krickeberg (1980)
Banach Center Publications
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Displaying similar documents to “Central limit theorem for random measures generated by stationary processes of compact sets”
Statistical problems on point processes
Palm theory for random time changes.
Miyazawa, Masakiyo, Nieuwenhuis, Gert, Sigman, Karl (2001)
Journal of Applied Mathematics and Stochastic Analysis
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Sample correlations of infinite variance time series models: An empirical and theoretical study.
Cohen, Jason, Resnick, Sidney, Samorodnitsky, Gennady (1998)
Journal of Applied Mathematics and Stochastic Analysis
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On the coupling property of Lévy processes
René L. Schilling, Jian Wang (2011)
Annales de l'I.H.P. Probabilités et statistiques
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We give necessary and sufficient conditions guaranteeing that the coupling for Lévy processes (with non-degenerate jump part) is successful. Our method relies on explicit formulae for the transition semigroup of a compound Poisson process and earlier results by Mineka and Lindvall–Rogers on couplings of random walks. In particular, we obtain that a Lévy process admits a successful coupling, if it is a strong Feller process or if the Lévy (jump) measure has an absolutely continuous component. ...
Some general properties of elliptically symmetric and some related random processes
Oldřich Kropáč (1981)
Kybernetika
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On fully coupled continuous time random walks
W. Szczotka, P. Żebrowski (2012)
Applicationes Mathematicae
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Continuous time random walks with jump sizes equal to the corresponding waiting times for jumps are considered. Sufficient conditions for the weak convergence of such processes are established and the limiting processes are identified. Furthermore one-dimensional distributions of the limiting processes are given under an additional assumption.