Multi-dimensional normal approximation of heavy-tailed moving averages (Q2074993)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multi-dimensional normal approximation of heavy-tailed moving averages |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multi-dimensional normal approximation of heavy-tailed moving averages |
scientific article |
Statements
Multi-dimensional normal approximation of heavy-tailed moving averages (English)
0 references
11 February 2022
0 references
central limit theorem
0 references
heavy-tailed moving average
0 references
Lévy process
0 references
Malliavin-Stein method
0 references
Poisson random measure
0 references
second-order Poincaré inequality
0 references
0 references
0 references
0 references
0.7733357548713684
0 references
0.7700586915016174
0 references
0.7678058743476868
0 references
0.7342135310173035
0 references
0.7331433892250061
0 references
