Multi-dimensional normal approximation of heavy-tailed moving averages (Q2074993)
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scientific article; zbMATH DE number 7472526
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multi-dimensional normal approximation of heavy-tailed moving averages |
scientific article; zbMATH DE number 7472526 |
Statements
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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0.7733357548713684
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0.7700586915016174
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0.7678058743476868
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0.7342135310173035
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0.7331433892250061
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