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  • Search: subject:"Stein’s method"
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Subject
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Stein’s method 14 Malliavin calculus 4 Estimation theory 2 Markov chain 2 Markov-Kette 2 Queueing theory 2 Schätztheorie 2 Stochastic process 2 Stochastischer Prozess 2 Warteschlangentheorie 2 Berry-Esseen bounds 1 Berry–Esséen bounds 1 Breuer-Major central limit theorems 1 CDO pricing 1 Central limit theorem 1 Central limit theorems 1 Compound Poisson approximation 1 Contractions 1 Convergence in distribution 1 Critical temperature 1 Curie–Weiss–Potts models 1 Density approach 1 Diffusions 1 Erwartungsbildung 1 Exceedances 1 Exchangeable pairs 1 Expectation formation 1 Gastgewerbe 1 Gaussian and Poisson approximations 1 Gaussian processes 1 Generalized method of moments 1 Gesundheitsversorgung 1 Health care 1 Higher education institution 1 Hochschule 1 Hospital 1 Hospitality industry 1 IV-Schätzung 1 Innovation diffusion 1 Innovationsdiffusion 1
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Online availability
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Undetermined 12 Free 2
Type of publication
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Article 12 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 4 Aufsatz in Zeitschrift 4 Arbeitspapier 1 Working Paper 1
Language
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Undetermined 8 English 6
Author
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Dai, J. G. 2 Peccati, Giovanni 2 Braverman, Anton 1 Eden, Richard 1 Fang, Xiao 1 Gan, H.L. 1 Goldstein, Larry 1 Gurvich, Itai 1 Huang, Junfei 1 Işlak, Ümit 1 Jiao, Y. 1 Karoui, N. El 1 Kusuoka, Seiichiro 1 Lachièze-Rey, Raphaël 1 Ley, Christophe 1 Li, Yun-Xia 1 Martschink, Bastian 1 Nourdin, Ivan 1 Podolskij, Mark 1 Reinert, Gesine 1 Shi, Pengyi 1 Swan, Yvik 1 Sølvsten, Mikkel 1 Tudor, Ciprian A. 1 Víquez, Juan 1 Wang, Jian-Feng 1 Xia, A. 1
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Institution
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School of Economics and Management, University of Aarhus 1
Published in...
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Operations research 3 Statistics & Probability Letters 3 Stochastic Processes and their Applications 3 CREATES Research Papers 1 ECARES working paper 1 Finance and Stochastics 1 Journal of econometrics 1 Metrika 1
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Source
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RePEc 9 ECONIS (ZBW) 5
Showing 11 - 14 of 14
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Fine Gaussian fluctuations on the Poisson space II: Rescaled kernels, marked processes and geometric U-statistics
Lachièze-Rey, Raphaël; Peccati, Giovanni - In: Stochastic Processes and their Applications 123 (2013) 12, pp. 4186-4218
Continuing the analysis initiated by Lachièze-Rey and Peccati (2013), we use contraction operators to study the normal approximation of random variables having the form of a U-statistic written on the points in the support of a random Poisson measure. Applications are provided to subgraph...
Persistent link: https://www.econbiz.de/10011065028
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Stein’s method for invariant measures of diffusions via Malliavin calculus
Kusuoka, Seiichiro; Tudor, Ciprian A. - In: Stochastic Processes and their Applications 122 (2012) 4, pp. 1627-1651
Given a random variable F regular enough in the sense of the Malliavin calculus, we are able to measure the distance between its law and any probability measure with a density function which is continuous, bounded, strictly positive on an interval in the real line and admits finite variance. The...
Persistent link: https://www.econbiz.de/10010577839
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Stein’s method and zero bias transformation for CDO tranche pricing
Karoui, N. El; Jiao, Y. - In: Finance and Stochastics 13 (2009) 2, pp. 151-180
Persistent link: https://www.econbiz.de/10005184389
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An application of Stein’s method to limit theorems for pairwise negative quadrant dependent random variables
Li, Yun-Xia; Wang, Jian-Feng - In: Metrika 67 (2008) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10005376059
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