A Berry-Esseén theorem for partial sums of functionals of heavy-tailed moving averages
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Publication:2184590
DOI10.1214/20-EJP435zbMath1456.60051arXiv1904.06065MaRDI QIDQ2184590
Christoph Thäle, Mark Podolskij, Andreas Basse-O'Connor
Publication date: 29 May 2020
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.06065
Malliavin calculusStein's methodcentral limit theoremnormal approximationmoving averagesinfinitely divisible processesPoisson random measureslinear fractional stable noise
Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05) Random measures (60G57) Stable stochastic processes (60G52)
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