On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes (Q4424866)

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scientific article; zbMATH DE number 1975624
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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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