Portmanteau theorem for unbounded measures
We prove an analogue of the portmanteau theorem on weak convergence of probability measures allowing measures which are unbounded on an underlying metric space but finite on the complement of any Borel neighbourhood of a fixed element.
Year of publication: |
2006
|
---|---|
Authors: | Barczy, Mátyás ; Pap, Gyula |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 76.2006, 17, p. 1831-1835
|
Publisher: |
Elsevier |
Keywords: | Weak convergence of bounded measures Portmanteau theorem Lévy measure |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Additive outliers in INAR(1) models
Barczy, Mátyás, (2012)
-
Probability equivalent level of Value at Risk and higher-order Expected Shortfalls
Barczy, Mátyás, (2023)
-
Change detection in the Cox–Ingersoll–Ross model
Pap, Gyula, (2016)
- More ...