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On convergence of multivariate Laplace transforms

✍ Scribed by S.T. Jensen; B. Nielsen

Publisher: Elsevier Science
Year: 1997
Tongue: English
Weight: 190 KB
Volume: 33
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(96)00119-8

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✦ Synopsis

It is well-known that convergence of Laplace transforms in a neighbourhood of the origin is a sufficient criteria for weak convergence. It is worthwhile to note that the interior of the set of convergence points is convex. This provides a link to exponential family theory. As an example an autoregressive model is studied.

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