We investigate a family of approximating processes that can capture the asymptotic behaviour of locally dependent point processes. We prove two theorems presented to accommodate respectively the positively and negatively related dependent structures. Three examples are given to illustrate that our approximating processes can circumvent the technical difficulties encountered in compound Poisson process approximation (see Barbour and Mansson (2002) [10]) and our approximation error bound decreases when the mean number of the random events increases, in contrast to the increasing of bounds for compound Poisson process approximation. (C) 2012 Elsevier B.V. All rights reserved.http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&Src...
We derive explicit lower and upper bounds for the probability generating functional of a stationary ...
For an orderly point process on the positive real numbers let t(i) be the ith point event after t=0 ...
Different change-point type models encountered in statistical inference for stochastic processes giv...
AbstractWe investigate a family of approximating processes that can capture the asymptotic behaviour...
La méthode de Stein constitue une des principales techniques pour la résolution de certains problème...
AbstractThis study shows that when a point process is partitioned into certain uniformly sparse subp...
Stein’s method constitutes one of the main techniques to solve some approximation problems in probab...
39pConsider compound Poisson processes with negative drift and no negative jumps, which converge to ...
n 1971, Meyer showed how one could use the compensator to rescale a multivariate point process, form...
International audienceConsider compound Poisson processes with negative drift and no negative jumps,...
AbstractWe give a new sufficient condition for convergence to a Poisson distribution of a sequence o...
International audienceWe propose a general definition for weak dependence of point processes as an a...
We propose a general definition for weak dependence of point processes as an alternative to mixing d...
AbstractWe present a new approximation theorem for estimating the error in approximating the whole d...
AbstractAn asymptotically finite bound is derived for the total variation distance between the distr...
We derive explicit lower and upper bounds for the probability generating functional of a stationary ...
For an orderly point process on the positive real numbers let t(i) be the ith point event after t=0 ...
Different change-point type models encountered in statistical inference for stochastic processes giv...
AbstractWe investigate a family of approximating processes that can capture the asymptotic behaviour...
La méthode de Stein constitue une des principales techniques pour la résolution de certains problème...
AbstractThis study shows that when a point process is partitioned into certain uniformly sparse subp...
Stein’s method constitutes one of the main techniques to solve some approximation problems in probab...
39pConsider compound Poisson processes with negative drift and no negative jumps, which converge to ...
n 1971, Meyer showed how one could use the compensator to rescale a multivariate point process, form...
International audienceConsider compound Poisson processes with negative drift and no negative jumps,...
AbstractWe give a new sufficient condition for convergence to a Poisson distribution of a sequence o...
International audienceWe propose a general definition for weak dependence of point processes as an a...
We propose a general definition for weak dependence of point processes as an alternative to mixing d...
AbstractWe present a new approximation theorem for estimating the error in approximating the whole d...
AbstractAn asymptotically finite bound is derived for the total variation distance between the distr...
We derive explicit lower and upper bounds for the probability generating functional of a stationary ...
For an orderly point process on the positive real numbers let t(i) be the ith point event after t=0 ...
Different change-point type models encountered in statistical inference for stochastic processes giv...