The Wills functional for Poisson processes

Richard A. Vitale and Yazhen Wang

Statistics & Probability Letters, 2008, vol. 78, issue 14, 2181-2187

Abstract: 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

Date: 2008
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