Variance-gamma approximation via Stein's method (Q2448527)

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Variance-gamma approximation via Stein's method
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    Statements

    title
    Variance-gamma approximation via Stein's method (English)
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    author
    Robert E. Gaunt
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    publication date
    2 May 2014
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    zbMATH Keywords
    Stein's method
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    variance-gamma approximation
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    rates of convergence
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    Identifiers

    DOI
    10.1214/EJP.v19-3020
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    zbMATH DE Number
    6291209
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    arXiv ID
    1309.4422
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