Bounds for the accuracy of Poissonian approximations of stable laws
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Publication:1382469
DOI10.1016/S0304-4149(96)00101-9zbMath0885.62014MaRDI QIDQ1382469
Friedrich Götze, Vidmantas Bentkus, Vygantas Paulauskas
Publication date: 29 March 1998
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
convergence ratesconcentration functionstable lawsBerry-Esseen boundsPoissonian representationconvergence in variation
Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)
Related Items (6)
Bounds for stable measures of convex shells and stable approximations ⋮ Invariance principles for sums of extreme sequential order statistics attracted to Lévy processes ⋮ Berry-Esseen bounds for standardized subordinators via moduli of smoothness ⋮ Numerical aspects of shot noise representation of infinitely divisible laws and related processes ⋮ Shortening the distance between Edgeworth and Berry-Esseen in the classical case ⋮ Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics
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