Nonnormal small jump approximation of infinitely divisible distributions (Q2939262)
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scientific article
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| English | Nonnormal small jump approximation of infinitely divisible distributions |
scientific article |
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Nonnormal Small Jump Approximation of Infinitely Divisible Distributions (English)
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19 January 2015
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infinitely divisible
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normal approximation
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compound Poisson approximation
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gamma approximation
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cumulant matching
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sampling
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0.7573940753936768
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0.7546173334121704
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0.7423847317695618
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0.7418925762176514
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