A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2012; you can also visit the original URL.
The file type is
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.doi:10.1214/ecp.v17-2009 fatcat:sipnusyv7jerzfs7gxvvn6yx5q