Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables

DOI10.1016/J.SPA.2011.10.012zbMath1236.60027arXiv1010.3948OpenAlexW2051588656MaRDI QIDQ765880

Murad S. Taqqu, Mark S. Veillette

Publication date: 22 March 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1010.3948

zbMATH Keywords

infinitely divisible distributionsEdgeworth expansionsRosenblatt distributionBerry-Esseen

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Characteristic functions; other transforms (60E10) Distribution theory (60E99)

Related Items (4)

Properties and numerical evaluation of the Rosenblatt distribution ⋮ Nonnormal Small Jump Approximation of Infinitely Divisible Distributions ⋮ Rosenblatt Laplace motion ⋮ Estimation of the covariance function of Gaussian isotropic random fields on spheres, related Rosenblatt-type distributions and the cosmic variance problem

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