Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion
type: Item
instance of: scholarly article
title: Threshold regression asymptotics: from the compound Poisson process to two-sided Brownian motion
zbMATH Open document ID: 1407.62254
author: Ping Yu
author: Peter C. B. Phillips
published in: Economics Letters
publication date: 2018-12-12T00:00:00Z
full work available at URL: From Compound Poisson Process to Brownian Motion.pdf
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 6992232
zbMATH Keywords: threshold regression
zbMATH Keywords: sequential asymptotics
zbMATH Keywords: Doob's martingale inequality
zbMATH Keywords: compound Poisson process
zbMATH Keywords: Brownian motion
MaRDI profile type: Publication
OpenAlex ID: W2890900560
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Wikidata QID: Q129328496
DOI: 10.1016/J.ECONLET.2018.08.039
description: scientific article; zbMATH DE number 6992232