Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion

Yu, Ping; Phillips, Peter

dc.contributor.author	Yu, Ping	en
dc.contributor.author	Phillips, Peter	en
dc.date.accessioned	2019-03-20T03:50:35Z	en
dc.date.issued	2018-11-01	en
dc.identifier.citation	ECONOMICS LETTERS 172:123-126 01 Nov 2018	en
dc.identifier.issn	0165-1765	en
dc.identifier.uri	http://hdl.handle.net/2292/46156	en
dc.language	English	en
dc.publisher	ELSEVIER SCIENCE SA	en
dc.relation.ispartofseries	ECONOMICS LETTERS	en
dc.rights	Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher.	en
dc.rights.uri	https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm	en
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0	en
dc.subject	Social Sciences	en
dc.subject	Economics	en
dc.subject	Business & Economics	en
dc.subject	Threshold regression	en
dc.subject	Sequential asymptotics	en
dc.subject	Doob's martingale inequality	en
dc.subject	Compound Poisson process	en
dc.subject	Brownian motion	en
dc.subject	LIMIT THEORY	en
dc.subject	AUTOREGRESSION	en
dc.subject	INFERENCE	en
dc.subject	POINT	en
dc.title	Threshold regression asymptotics: From the compound Poisson process to two-sided Brownian motion	en
dc.type	Journal Article	en
dc.identifier.doi	10.1016/j.econlet.2018.08.039	en
pubs.begin-page	123	en
pubs.volume	172	en
dc.rights.holder	Copyright: Elsevier	en
pubs.author-url	http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000448095300031&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=6e41486220adb198d0efde5a3b153e7d	en
pubs.end-page	126	en
pubs.publication-status	Published	en
dc.rights.accessrights	http://purl.org/eprint/accessRights/OpenAccess	en
pubs.subtype	Article	en
pubs.subtype	Journal	en
pubs.elements-id	753446	en
pubs.org-id	Business and Economics	en
pubs.org-id	Economics	en
dc.identifier.eissn	1873-7374	en