Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion (Q1629646)
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scientific article; zbMATH DE number 6992232
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| English | Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion |
scientific article; zbMATH DE number 6992232 |
Statements
Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion (English)
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12 December 2018
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threshold regression
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sequential asymptotics
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Doob's martingale inequality
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compound Poisson process
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Brownian motion
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0.8168948292732239
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0.7834615111351013
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0.7644245624542236
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0.7633033394813538
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0.7615771889686584
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