Some limit theorems for simple point processes (a martingale approach)

References

• Kabanov , Yu. M. , Liptser , R. S. and Shiryaev , A. N. November 1974 . “ Martingale methods in the theory of point processes ” . In Proceedings of the Workshop on the Theory Random Processes , November , Druskinkai : Vilnius . 1975
   Google Scholar
• Liptser , R. S. and Shiryaev , A. N. 1978 . Statistics of Random Processes I, II , New York : Springer-Verlag .
   Google Scholar
• Bremaud , P. and Jacod , J. 1977 . Processus ponctuels et martingales: resultats recents sur lamodelisation et le filtrage . Adv. Appl , 9 : 362 – 416 .
   Web of Science ®Google Scholar
• Brown , T. 1978 . A martingale approach to the Poisson convergence of simple point processes . Ann. Prob , 6 : 615 – 628 .
   Web of Science ®Google Scholar
• Kabanov , Yu. M. , Lipster , R.S. and Shriryaev , A.N. 1978 . Absolute continuity and singularity of locally absolutely continuous probability distributions I and II . Math. Sbornik , 107 : 364 – 415 .
   Google Scholar
• Kabanov , Yu. M. , Lipster , R.S. and Shriryaev , A.N. 1979 . Absolute continuity and singularity of locally absolutely continuous probability distributions I and II . Math. Sbornik , 108 : 32 – 461 .
   Google Scholar
• Gikhman , I. I. and Skorokhod , A. V. 1965 . Introduction to the Theory of Random Processes , Philadelphia : W. B. Saunders .
   Google Scholar
• Billingsley , P. 1978 . Convergence of Probability Measures , New York : Wiley .
   Google Scholar
• Diuge , D. 1972 . Theoretical and Applied Statistics , Moscow : Nauka . Russian
   Google Scholar