Stein approximation for functionals of independent random sequences (Q1748905)

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Stein approximation for functionals of independent random sequences
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    Statements

    title
    Stein approximation for functionals of independent random sequences (English)
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    author
    Nicolas Privault
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    Grzegorz Serafin
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    publication date
    15 May 2018
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    zbMATH Keywords
    independent sequences
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    uniform distribution
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    Stein-Chen method
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    Malliavin calculus
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    covariance representations
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    Clark-Ocone formula
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    cites work
    Q2725595
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    Q2941805
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    Q3700511
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    Q3339878
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    Q4407601
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    Identifiers

    DOI
    10.1214/17-EJP132
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    Mathematics Subject Classification ID
    60F05
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    60G57
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    60H07
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    zbMATH DE Number
    6868349
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    arXiv ID
    1706.09728
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    OpenAlex ID
    W2962815375
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