Compound Poisson approximation for triangular arrays with application to threshold estimation

DOI10.1214/ECP.v17-2009zbMath1259.60027arXiv1110.5381WikidataQ57712746 ScholiaQ57712746MaRDI QIDQ456255

Fima C. Klebaner, Pavel Chigansky

Publication date: 23 October 2012

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.5381

zbMATH Keywords

weak convergencecompound Poisson approximationthreshold estimationTikhomirov's method

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

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