Tightness and weak convergence for jump processes

The aim of this note is to extend tightness criteria for random measures and simple point processes to processes with general jump distributions.

Year of publication:	2001
Authors:	Gut, Allan ; Janson, Svante
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 52.2001, 1, p. 101-107
Publisher:	Elsevier
Keywords:	Weak convergence tightness modulus of continuity

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137688