Approximation for Abel sums of independent, identically distributed random variables

This note represents a probability inequality for an approximation of Abel sums of independent, identically distributed random variables. This approximation implies a rate for the Prohorov-Lévy distance between Abel sums and their limit process.

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Year of publication:	1985
Authors:	Horváth, Lajos
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 4, p. 221-225
Publisher:	Elsevier
Keywords:	Abel summation method strong approximation Prohorov-Lévy distance

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005314064