On convergence of multivariate Laplace transforms

被引：3
|
作者：
Jensen, ST [1 ]
Nielsen, B [1 ]
机构：
[1] INST STAT MATH,DK-2100 COPENHAGEN O,DENMARK
来源：
STATISTICS & PROBABILITY LETTERS | 1997年 / 33卷 / 02期
关键词：
set of convergence points; convexity; exponential family; autoregression; Ornstein-Uhlenbeck process;
D O I：
10.1016/S0167-7152(96)00119-8
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
It is well-known that convergence of Laplace transforms in a neighbourhood of the origin is a sufficient criteria for weak convergence. It is worthwhile to note that the interior of the set of convergence points is convex. This provides a link to exponential family theory. As an example an autoregressive model is studied.
引用
收藏
页码：125 / 128
页数：4
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