Tightness and weak convergence for jump processes

DOI10.1016/S0167-7152(00)00240-6zbMath0973.60030MaRDI QIDQ5930656

Allan Gut, Svante Janson

Publication date: 18 November 2001

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

zbMATH Keywords

weak convergencecontinuity modulustightness

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Functional limit theorems; invariance principles (60F17) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Markovian paths to extinction, The classical bi-Poisson process: an invertible quadratic harness, On weak convergence of the likelihood ratio process in multi-phase regression models

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