Stein approximation for multidimensional Poisson random measures by third cumulant expansions

zbMath1404.60075arXiv1806.00235MaRDI QIDQ4962118

Nicolas Privault

Publication date: 30 October 2018

Full work available at URL: https://arxiv.org/abs/1806.00235

zbMATH Keywords

cumulantsMalliavin calculusEdgeworth expansionsPoisson stochastic integralsStein approximationmultidimensional Poisson random measures

Mathematics Subject Classification ID

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

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