Pages that link to "Item:Q1657964"

The following pages link to Wasserstein and total variation distance between marginals of Lévy processes (Q1657964):

Displayed 11 items.

• Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps (Q2041829) ‎ (← links)
• Measuring dependence in the Wasserstein distance for Bayesian nonparametric models (Q2054539) ‎ (← links)
• Wasserstein distance error bounds for the multivariate normal approximation of the maximum likelihood estimator (Q2074310) ‎ (← links)
• Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics (Q2080164) ‎ (← links)
• Total variation distance between a jump-equation and its Gaussian approximation (Q2093315) ‎ (← links)
• On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance (Q2153520) ‎ (← links)
• Approximation of Bayesian models for time-to-event data (Q2199709) ‎ (← links)
• Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) ‎ (← links)
• Implementable coupling of Lévy process and Brownian motion (Q2239264) ‎ (← links)
• Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation (Q2675813) ‎ (← links)
• Stein’s method and approximating the multidimensional quantum harmonic oscillator (Q6171939) ‎ (← links)