Berry-Esseen type inequality for a Poisson randomly indexed branching process via Stein's method
From MaRDI portal
Publication:4576088
DOI10.7153/jmi-2018-12-43zbMath1391.60211OpenAlexW2805669391WikidataQ129721564 ScholiaQ129721564MaRDI QIDQ4576088
Publication date: 12 July 2018
Published in: Journal of Mathematical Inequalities (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.7153/jmi-2018-12-43
Related Items (4)
Large deviations for Lotka-Nagaev estimator of a randomly indexed branching process ⋮ Asymptotic distributions and Berry-Esseen inequalities for Lotka-Nagaev estimator of a Poisson randomly indexed branching process ⋮ Controlled branching processes with continuous time ⋮ Deviations for martingale convergence of a branching process with random index
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Large and moderate deviations for a renewal randomly indexed branching process
- Berry-Esseen's bound and Cramér's large deviation expansion for a supercritical branching process in a random environment
- Large and moderate deviations for a class of renewal random indexed branching process
- Large deviations for a Poisson random indexed branching process
- An \(L_p\) bound for the remainder in a combinatorial central limit theorem
- Critical randomly indexed branching processes
- Limit theorems for a supercritical Poisson random indexed branching process
- Stock prices as branching processes
- Normal Approximation by Stein’s Method
- BARRIER OPTION PRICING BY BRANCHING PROCESSES
- Stock prices as branching processes in random environments: estimation
- Probability Inequalities
This page was built for publication: Berry-Esseen type inequality for a Poisson randomly indexed branching process via Stein's method