Remarks on compound Poisson approximation of Gaussian random sequences

Statistics and Probability Letters

Volumn 57, Issue 1, 2002, Pages 1-8

  Hashorva, Enkelejd ^a   Hüsler, Jürg ^a  

^a UNIVERSITY OF BERN   (Switzerland)

Author keywords

Compound Poisson approximation; Extreme values; Quadratic programming; Rate of convergence; Stationary Gaussian sequences; Stein Chen method

Indexed keywords

EID: 0036507671     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(01)00186-9     Document Type: Article

References (17)

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