Weak convergence of stochastic integrals related to counting processes

Author:

Aalen Odd O.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference23 articles.

1. Aalen, O.: Statistical inference for a family of counting processes. Ph.D. dissertation, Univ. of California, Berkeley. Reprinted by the Copenhagen University Institute of Mathematical Statistics (1975)

2. Aalen, O.: Nonparametric inference in connection with multiple decrement models. Scandinavian J. Statist. 3, 15?27 (1976)

3. Billingsley, P.: Convergence of Probability Measures. New York: Wiley 1968

4. Boel, R., Varaiya, P., Wong, E.: Martingales on jump processes I: Representation results. SIAM J. Control, 13, 999?1021 (1975a)

5. Boel, R., Varaiya, P., Wong, E.: Martingales on jump processes II: Applications. SIAM J. Control, 13, 1022?1061 (1975b)

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