| Título: | Compound Poisson approximation for triangular arrays with application to threshold estimation |
| Autores: |
Chigansky, Pavel; The Hebrew University Klebaner, Fima; Monash University |
| Fecha: | 2012-01-02 |
| Publicador: | Electronic communications in probability |
| Fuente: |
 |
| Tipo: | Peer-reviewed Article |
| Tema: |
compound Poisson; weak convergence; Tikhomirov's method; threshold estimation 60F05; 62F12; 62M10 |
| Descripción: | We prove weak convergence of sums over 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. |
| Idioma: | Inglés |
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