On convergence of multivariate Laplace transforms

DOI10.1016/S0167-7152(96)00119-8zbMath0904.60018OpenAlexW1965270840MaRDI QIDQ1380576

D. Massart

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

convexityOrnstein-Uhlenbeck processexponential familyautoregression

Mathematics Subject Classification ID

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

Related Items

Discrete dispersion models and their Tweedie asymptotics ⋮ Ergodic theorems for extended real-valued random variables ⋮ Dispersion models for geometric sums

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