The Gamma Stein equation and noncentral de Jong theorems
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Publication:1750087
DOI10.3150/17-BEJ963zbMath1407.60034arXiv1612.02279MaRDI QIDQ1750087
Giovanni Peccati, Christian Döbler
Publication date: 18 May 2018
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1612.02279
Stein's methodStein equationmultiple stochastic integralsexchangeable pairsHoeffding decompositiondegenerate \(U\)-statisticsGamma approximationde Jong theorem
Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07)
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