Soren Tolver Jensen and Bent Nielsen
(1997)
'On convergence of multivariate Laplace transforms'
Statistics and Probability Letters 33, p 125-128.
ABSTRACT:
It is well-known that convergence of Laplace transforms in a
neighbourhood of the origin is a sufficient criteria for weak
convergence. It is worthwhile to note that the interior of the
set of convergence porints is convex. This provides a link to
exponential family theory. As an example an autoregressive
model is studied.