On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes (Q4424866)
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scientific article; zbMATH DE number 1975624
Language | Label | Description | Also known as |
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English | On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes |
scientific article; zbMATH DE number 1975624 |
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On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes (English)
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7 September 2003
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Edgeworth expansion
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weak error rates
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normal approximation
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infinitely divisible distributions
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