Stein approximation for multidimensional Poisson random measures by third cumulant expansions
From MaRDI portal
Publication:4962118
zbMath1404.60075arXiv1806.00235MaRDI QIDQ4962118
Publication date: 30 October 2018
Full work available at URL: https://arxiv.org/abs/1806.00235
cumulantsMalliavin calculusEdgeworth expansionsPoisson stochastic integralsStein approximationmultidimensional Poisson random measures
Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items
Stein approximation for multidimensional Poisson random measures by third cumulant expansions, The Malliavin-Stein method for Hawkes functionals, Normal approximation of compound Hawkes functionals, Wasserstein distance estimates for stochastic integrals by forward-backward stochastic calculus
Cites Work
- Stein estimation of the intensity of a spatial homogeneous Poisson point process
- Stein's method on Wiener chaos
- Stein's method and normal approximation of Poisson functionals
- Cumulants on the Wiener space
- Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
- Asymptotic expansions based on smooth functions in the central limit theorem
- Analysis and geometry on configuration spaces
- Explicit stochastic analysis of Brownian motion and point measures on Riemannian manifolds
- The fourth moment theorem on the Poisson space
- Fourth moment theorems on the Poisson space in any dimension
- Central limit theorems for sequences of multiple stochastic integrals
- Optimal Convergence Rates and One-Term Edgeworth Expansions for Multidimensional Functionals of Gaussian Fields
- Divergence Operator and Related Inequalities
- Density Estimation of Functionals of Spatial Point Processes with Application to Wireless Networks
- Normal Approximation by Stein’s Method
- Stein approximation for multidimensional Poisson random measures by third cumulant expansions
- Connections and curvature in the Riemannian geometry of configuration spaces
- The Malliavin–Stein Method on the Poisson Space
- Stochastic Analysis for Poisson Processes
