Doubly Stochastic Poisson Processes

Jan Grandell (auth.)9780387077956, 0387077952

Table of contents :
Definitions and basic properties….Pages 1-30
Some miscellaneous results….Pages 31-64
Characterization and convergence of non-atomic random measures….Pages 65-68
Limit theorems….Pages 68-86
Estimation of random variables….Pages 86-157
Linear estimation of random variables in stationary doubly stochastic Poisson sequences….Pages 158-189
Estimation of second order properties of stationary doubly stochastic Poisson sequences….Pages 190-204