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Open AccessMathematics

On Stein's Method for Infinitely Divisible Laws with Finite First Moment

B. Arras, C. Houdr'e

2017.12.28SpringerBriefs in Probability and Mathematical Statistics

DOI: 10.1007/978-3-030-15017-4

Abstract

We present, in a unified way, a Stein methodology for infinitely divisible laws (without Gaussian component) having finite first moment.

Citation format

ARRAS, B.; HOUDR'E, C. On stein's method for infinitely divisible laws with finite first moment [preprint]. arXiv, 2017. arXiv:1712.10051.