Nonnormal Small Jump Approximation of Infinitely Divisible Distributions (Q2939262)

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Nonnormal Small Jump Approximation of Infinitely Divisible Distributions
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    Nonnormal Small Jump Approximation of Infinitely Divisible Distributions (English)
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    19 January 2015
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    infinitely divisible
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    normal approximation
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    compound Poisson approximation
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    gamma approximation
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    cumulant matching
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    sampling
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