A Gaussian approximation theorem for Lévy processes

DOI10.1016/j.spl.2021.109187zbMath1476.60045arXiv2104.13855OpenAlexW3158380660MaRDI QIDQ2244600

David Bang, Aleksandar Mijatović, Jorge González Cázares

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.13855

zbMATH Keywords

central limit theoremKolmogorov distanceLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05)

Related Items (1)

Asymptotic shape of the concave majorant of a Lévy process

Cites Work

• Small-time moment asymptotics for Lévy processes
• CONVERGENCE RATES FOR THE CENTRAL LIMIT THEOREM
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