Approximations related to tempered stable distributions
In this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution (CPD) and also an error bound between a tempered stable and an α-stable distribution via Stein’s method. For the smooth Wasserstein distance, an error bound bet...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2025-02-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/25-VMSTA275 |
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