Abstract
The present topic will not contribute much to the understanding of point processes on general spaces because we will merely study processes on the basic space T = [0, r] or T = [0, ∞). On the other hand, the involved mathematical problems and applications—concerning counting processes, martingales, compensators, and intensity processes—recently fascinated outstanding probabilitists and statisticians. The following lines should be regarded as an attempt to indicate some of the basic ideas.
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© 1993 Springer-Verlag New York, Inc.
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Reiss, RD. (1993). Counting Processes and Martingales. In: A Course on Point Processes. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-9308-5_9
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DOI: https://doi.org/10.1007/978-1-4613-9308-5_9
Publisher Name: Springer, New York, NY
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