The rate of convergence to the normal law in terms of pseudomoments

DOI10.15559/15-VMSTA23zbMath1349.60016arXiv1508.02832MaRDI QIDQ340762

Petro Slyusarchuk, Yevheniya Munchak, Yuliya S. Mishura

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.02832

zbMATH Keywords

rate of convergenceGaussian distributiontruncated pseudomoments

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)

Related Items (3)

Rate of convergence of option prices for approximations of the geometric Ornstein–Uhlenbeck process by Bernoulli jumps of prices on assets ⋮ Estimation of the rate of convergence in the central limit theorem for a sequence of series in terms of averaged pseudomoments ⋮ Rate of convergence of option prices by using the method of pseudomoments

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