Nonasymptotic Gaussian Approximation for Inference With Stable Noise

DOI10.1109/TIT.2020.2996135zbMath1446.62074arXiv1802.10065OpenAlexW3027288355MaRDI QIDQ5124479

Marina Riabiz, Tohid Ardeshiri, Ioannis Kontoyiannis, Simon J. Godsill

Publication date: 29 September 2020

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1802.10065

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Convergence of probability measures (60B10) Stable stochastic processes (60G52)

Related Items (2)

Point process simulation of generalised hyperbolic Lévy processes ⋮ Point process simulation of generalised inverse Gaussian processes and estimation of the Jaeger integral

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