Abstract
Multivariate point processes are used in survival analysis in clinical research, in demography and econometrics, in reliability analysis, etc. The author and Yu. N. Linkov used the Hellinger transform in the investigation of properties of optimal estimates and statistical criteria. In this paper, we establish a formula of the rate function for probability measures corresponding to stochastic integrals of multivariate point processes and find an asymptotic formula of the Hellinger transform for such processes. We use a nontraditional representation of the Hellinger transform and the theory of large deviations.
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