Optimal variance-Gamma approximation on the second Wiener chaos
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Publication:2118418
DOI10.1016/j.jfa.2022.109450zbMath1490.60051arXiv2106.16018OpenAlexW3175522272MaRDI QIDQ2118418
Peter Eichelsbacher, Ehsan Azmoodeh, Christoph Thäle
Publication date: 22 March 2022
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.16018
Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (2)
Stein factors for variance-gamma approximation in the Wasserstein and Kolmogorov distances ⋮ On the moments of the variance-gamma distribution
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Cites Work
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