Pages that link to "Item:Q894187"

The following pages link to Malliavin-Stein method for variance-gamma approximation on Wiener space (Q894187):

Displaying 33 items.

• Inequalities for integrals of the modified Struve function of the first kind. II. (Q667743) (← links)
• Inequalities for integrals of the modified Struve function of the first kind (Q722477) (← links)
• Stein characterizations for linear combinations of gamma random variables (Q783312) (← links)
• Stein's method on Wiener chaos (Q839413) (← links)
• Convergence in total variation to a mixture of Gaussian laws (Q1634366) (← links)
• Products of normal, beta and gamma random variables: Stein operators and distributional theory (Q1654337) (← links)
• Stein operators for variables form the third and fourth Wiener chaoses (Q1726825) (← links)
• Inequalities for integrals of modified Bessel functions and expressions involving them (Q1754572) (← links)
• An algebra of Stein operators (Q1798993) (← links)
• A bound on the Wasserstein-2 distance between linear combinations of independent random variables (Q2000150) (← links)
• Bounds for an integral of the modified Bessel function of the first kind and expressions involving it (Q2033162) (← links)
• On algebraic Stein operators for Gaussian polynomials (Q2108482) (← links)
• Optimal variance-Gamma approximation on the second Wiener chaos (Q2118418) (← links)
• Geometric sums, size biasing and zero biasing (Q2135496) (← links)
• Pathwise large deviations for white noise chaos expansions (Q2137052) (← links)
• Bounds for an integral involving the modified lommel function of the first kind (Q2152606) (← links)
• Stein's method for functions of multivariate normal random variables (Q2179639) (← links)
• Malliavin-Stein method: a survey of some recent developments (Q2239800) (← links)
• Malliavin and Dirichlet structures for independent random variables (Q2274276) (← links)
• Wasserstein and Kolmogorov error bounds for variance-gamma approximation via Stein's method. I (Q2297333) (← links)
• Inequalities for some integrals involving modified Lommel functions of the first kind (Q2302200) (← links)
• Variance-gamma approximation via Stein's method (Q2448527) (← links)
• Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances (Q2673004) (← links)
• Bounding Kolmogorov distances through Wasserstein and related integral probability metrics (Q2685246) (← links)
• Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach (Q2798587) (← links)
• OPTION PRICING IN THE VARIANCE-GAMMA MODEL UNDER THE DRIFT JUMP (Q4571696) (← links)
• A Stein characterisation of the generalized hyperbolic distribution (Q4578055) (← links)
• Bounds for an integral involving the modified Struve function of the first kind (Q5002553) (← links)
• Optimal Gamma Approximation on Wiener Space (Q5208903) (← links)
• On a new Sheffer class of polynomials related to normal product distribution (Q5230207) (← links)
• Inequalities for some integrals involving modified Bessel functions (Q5384818) (← links)
• On infinite covariance expansions (Q5870418) (← links)
• The basic distributional theory for the product of zero mean correlated normal random variables (Q6068049) (← links)