On convergence of multivariate Laplace transforms

DOI10.1016/S0167-7152(96)00119-8MaRDI QIDQ1380576zbMATH OpenOpenAlexFDO

Authors D. Massart, Søren Tolver Jensen, Bent Nielsen

Publication date 18 January 1999

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(96)00119-8

zbMATH Keywords

autoregressionconvexityexponential familyOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A Note on the Theory of Moment Generating Functions
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 724261 (Why is no real title available?)
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• scientific article; zbMATH DE number 3365044 (Why is no real title available?)
• On the Convergence of Sequences of Moment Generating Functions
• On the Necessary and Sufficient Conditions for the Convergence of a Sequence of Moment Generating Functions
• The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
• Towards a unified asymptotic theory for autoregression

Cited in

(6)

• Discrete dispersion models and their Tweedie asymptotics
• Ergodic theorems for extended real-valued random variables
• scientific article; zbMATH DE number 4173342 (Why is no real title available?)
• On joint Fourier-Laplace transforms
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• Dispersion models for geometric sums

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