Multi-dimensional normal approximation of heavy-tailed moving averages (Q2074993)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-dimensional normal approximation of heavy-tailed moving averages |
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Multi-dimensional normal approximation of heavy-tailed moving averages (English)
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11 February 2022
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central limit theorem
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heavy-tailed moving average
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Lévy process
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Malliavin-Stein method
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Poisson random measure
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second-order Poincaré inequality
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