Edgeworth series with error bounds

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Edgeworth series with error bounds

June 14, 2012 Malliavin Calculus @en Point processes Research Stochastic models 0

180px-Edgeworth Edgeworth series refine the central limit theorem. Playing with Stein method and Malliavin calculus, we can retrieve Edgeworth series and precise the error bounds.

http://hal.archives-ouvertes.fr/hal-00685272

The infinite dimension version is under preparation.

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