Pages that link to "Item:Q1657964"
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The following pages link to Wasserstein and total variation distance between marginals of Lévy processes (Q1657964):
Displaying 18 items.
- \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes (Q282551) (← links)
- Behavior of the Wasserstein distance between the empirical and the marginal distributions of stationary \(\alpha\)-dependent sequences (Q527481) (← links)
- Berry-Esseen bounds and Edgeworth expansions in the central limit theorem for transport distances (Q681520) (← links)
- Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps (Q2041829) (← links)
- Measuring dependence in the Wasserstein distance for Bayesian nonparametric models (Q2054539) (← links)
- Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator (Q2074310) (← links)
- Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics (Q2080164) (← links)
- Total variation distance between a jump-equation and its Gaussian approximation (Q2093315) (← links)
- On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) (← links)
- Approximation of Bayesian models for time-to-event data (Q2199709) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Implementable coupling of Lévy process and Brownian motion (Q2239264) (← links)
- Refined basic couplings and Wasserstein-type distances for SDEs with Lévy noises (Q2274295) (← links)
- Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) (← links)
- Mallows Distance in VARFIMA(0,<i>d</i>, 0) Processes (Q5299805) (← links)
- A free probability analogue of the Wasserstein metric on the trace-state space (Q5957687) (← links)
- Stein’s method and approximating the multidimensional quantum harmonic oscillator (Q6171939) (← links)
- Financial finance (Q6644194) (← links)
