On convergence of multivariate Laplace t
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S.T. Jensen; B. Nielsen
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Article
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1997
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Elsevier Science
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English
โ 190 KB
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 autoregre