Normal and poisson approximation of infinitely divisible distribution functions

DOI10.1080/02331889108802342zbMATH Open0751.60020OpenAlexW2088434475MaRDI QIDQ3989508FDOQ3989508

Authors: Udo Lorz, Lothar Heinrich 

Publication date: 28 June 1992

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889108802342

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zbMATH Keywords

infinitely divisiblespectral measurePoisson-Charlier expansionlattice infinitely divisible random variable

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05)

Cites Work

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• Eine informationstheoretische Bedingung für die Äquivalenz unbegrenzt teilbarer Punktprozesse
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Cited In (16)

• Infinitely divisible approximations for discrete nonlattice variables
• Lambert's \(W\), infinite divisibility and Poisson mixtures
• Contiguity and LAN-property of sequences of Poisson processes.
• An approximation to infinitely divisible laws
• Estimation of linear functionals of Poisson processes
• Nonnormal small jump approximation of infinitely divisible distributions
• Free infinite divisibility for generalized power distributions with free Poisson term
• Title not available (Why is that?)
• Convergence of the fourth moment and infinite divisibility: quantitative estimates.
• On Error Rates in Normal Approximations and Simulation Schemes for Lévy Processes
• Nonparametric estimation of the canonical measure for infinitely divisible distributions
• On an application of infinitely divisible distributions to quadrature problems
• Effective estimation of some oscillatory integrals related to infinitely divisible distributions
• Title not available (Why is that?)
• Berry-Esseen and Edgeworth approximations for the normalized tail of an infinite sum of independent weighted gamma random variables
• On the infinite divisibility of variance mixtures of Gaussian distributions

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