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On Rescaled Poisson Processes and the Brownian Bridge

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  • Frederic Schoenberg

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  • Frederic Schoenberg, 2002. "On Rescaled Poisson Processes and the Brownian Bridge," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 54(2), pages 445-457, June.
    • Handle: RePEc:spr:aistmt:v:54:y:2002:i:2:p:445-457
    DOI: 10.1023/A:1022494523519
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    References listed on IDEAS

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    1. Ogata, Y. & Vere-Jones, D., 1984. "Inference for earthquake models: A self-correcting model," Stochastic Processes and their Applications, Elsevier, vol. 17(2), pages 337-347, July.
    2. P. Frevert, 1971. "Note," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 38(2), pages 269-270.
    3. Brown, Timothy C. & Gopalan Nair, M., 1988. "Poisson approximations for time-changed point processes," Stochastic Processes and their Applications, Elsevier, vol. 29(2), pages 247-256, September.
    4. Isham, Valerie & Westcott, Mark, 1979. "A self-correcting point process," Stochastic Processes and their Applications, Elsevier, vol. 8(3), pages 335-347, May.
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    Cited by:

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    2. Frederic Paik Schoenberg, 2004. "Testing Separability in Spatial-Temporal Marked Point Processes," Biometrics, The International Biometric Society, vol. 60(2), pages 471-481, June.

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