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A four moments theorem for Gamma limits on a Poisson chaos
Title: | A four moments theorem for Gamma limits on a Poisson chaos |
Authors: | Fissler, T Thaele, C |
Item Type: | Journal Article |
Issue Date: | 1-Jan-2016 |
URI: | http://hdl.handle.net/10044/1/53843 |
ISSN: | 1980-0436 |
Publisher: | IMPA |
Start Page: | 163 |
End Page: | 192 |
Journal / Book Title: | ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS |
Volume: | 13 |
Issue: | 1 |
Copyright Statement: | © 2016 The Author(s) |
Keywords: | Science & Technology Physical Sciences Statistics & Probability Mathematics Contraction four moments theorem Gamma distribution homogeneous sums multiple stochastic integrals non-central limit theorem Poisson chaos Poisson random measure universality U-statistics GAUSSIAN FLUCTUATIONS NORMAL APPROXIMATION POINT-PROCESSES U-STATISTICS INTEGRALS FUNCTIONALS CONVERGENCE SPACE FORMS math.PR Primary: 60F05, 60H05, 60G57, Secondary: 60G55, 62E20 0102 Applied Mathematics 0104 Statistics |
Publication Status: | Published |
Open Access location: | http://alea.impa.br/articles/v13/13-07.pdf |
Appears in Collections: | Statistics |