The Wills functional for Poisson processes

This paper establishes a Poisson analogue of the Wills functional for Gaussian processes. For a Poisson process Pt, t[set membership, variant][0,T], with intensity function [lambda]t, let . We derive an expression for

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Year of publication:	2008
Authors:	Vitale, Richard A. ; Wang, Yazhen
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 14, p. 2181-2187
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005074719