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Article: Threshold Regression Asymptotics: From Compound Poisson Process to Two-Sided Brownian Motion

TitleThreshold Regression Asymptotics: From Compound Poisson Process to Two-Sided Brownian Motion
Authors
Yu, P
KeywordsBrownian motion
Compound Poisson process
Doob's martingale inequality
Sequential asymptotics
Threshold regression
Issue Date2018
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ecolet
Citation
Economics Letters, 2018, v. 172, p. 123-126 How to Cite?
DOI: http://dx.doi.org/10.1016/j.econlet.2018.08.039
Persistent Identifierhttp://hdl.handle.net/10722/263795
ISSN
0165-1765
2023 Impact Factor: 2.1
2023 SCImago Journal Rankings: 0.729
ISI Accession Number ID
WOS:000448095300031

 

DC FieldValueLanguage
dc.contributor.authorYu, P-
dc.date.accessioned2018-10-22T07:44:38Z-
dc.date.available2018-10-22T07:44:38Z-
dc.date.issued2018-
dc.identifier.citationEconomics Letters, 2018, v. 172, p. 123-126-
dc.identifier.issn0165-1765-
dc.identifier.urihttp://hdl.handle.net/10722/263795-
dc.languageeng-
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ecolet-
dc.relation.ispartofEconomics Letters-
dc.subjectBrownian motion-
dc.subjectCompound Poisson process-
dc.subjectDoob's martingale inequality-
dc.subjectSequential asymptotics-
dc.subjectThreshold regression-
dc.titleThreshold Regression Asymptotics: From Compound Poisson Process to Two-Sided Brownian Motion-
dc.typeArticle-
dc.identifier.emailYu, P: pingyu@hku.hk-
dc.identifier.authorityYu, P=rp01941-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1016/j.econlet.2018.08.039-
dc.identifier.scopuseid_2-s2.0-85053163217-
dc.identifier.hkuros293518-
dc.identifier.volume172-
dc.identifier.spage123-
dc.identifier.epage126-
dc.identifier.isiWOS:000448095300031-
dc.publisher.placeNetherlands-
dc.identifier.issnl0165-1765-

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