Compound Poisson approximation for triangular arrays with application to threshold estimation
classification
🧮 math.PR
math.STstat.TH
keywords
arrayscompoundestimationpoissonthresholdtriangularapplicationapplied
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We prove weak convergence of triangular arrays to the compound Poisson limit using Tikhomirov's method. The result is applied to statistical estimation of the threshold parameter in autoregressive models.
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