Pages that link to "Item:Q2118418"
From MaRDI portal
The following pages link to Optimal variance-Gamma approximation on the second Wiener chaos (Q2118418):
Displaying 9 items.
- Malliavin-Stein method for variance-gamma approximation on Wiener space (Q894187) (← links)
- Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I (Q2297333) (← links)
- Variance-gamma approximation via Stein's method (Q2448527) (← links)
- Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances (Q2673004) (← links)
- Optimal Approximation of the Second Iterated Integral of Brownian Motion (Q5421610) (← links)
- On the moments of the variance-gamma distribution (Q6178685) (← links)
- Convergence rate analysis in limit theorems for nonlinear functionals of the second Wiener chaos (Q6635679) (← links)
- Absolute moments of the variance-gamma distribution (Q6640883) (← links)
- On the cumulative distribution function of the variance-gamma distribution (Q6666580) (← links)