A U-statistic of a Poisson point process is defined as the sum ∑ f (x₁, · · ·, xk) over all (possibly infinitely many) k-tuples of distinct points of the point process. Using the Malliavin calculus, ...
Consider an inhomogeneous Poisson process X on [0,T] whose unknown intensity function 'switches' from a lower function g* to an upper function h* at some unknown ...
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