Compound Poisson approximation for triangular arrays with application to threshold estimation

Details Compound Poisson approximation for triangular arrays with application to threshold estimation Compound Poisson approximation for triangular arrays with application to threshold estimation

2011-10-24

arxiv.org/abs/1110.5381v1

Mathematics

Probability

11 pages, submitted

Scientific paper

We prove weak convergence of triangular arrays to the compound Poisson limit
using Tikhomirov's method. The result is applied to statistical estimation of
the threshold parameter in autoregressive models.

Affiliated with

Also associated with

No associations

Rating

Compound Poisson approximation for triangular arrays with application to threshold estimation does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Compound Poisson approximation for triangular arrays with application to threshold estimation, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Compound Poisson approximation for triangular arrays with application to threshold estimation will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-93873