A four moments theorem for Gamma limits on a Poisson chaos

zbMath1342.60028arXiv1502.01568MaRDI QIDQ2805295

Tobias Fissler, Christoph Thäle

Publication date: 11 May 2016

Full work available at URL: https://arxiv.org/abs/1502.01568

zbMATH Keywords

universalitygamma distributionnon-central limit theorem\(U\)-statisticscontractionsPoisson random measuremultiple stochastic integralshomogeneous sumsPoisson chaosfour moments theorem

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (3)

Unnamed Item ⋮ The fourth moment theorem on the Poisson space ⋮ U-Statistics in Stochastic Geometry

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