A four moments theorem for gamma limits on a poisson chaos

Alea (Rio de Janeiro)

Volumn 13, Issue 1, 2016, Pages 163-192

  Fissler, Tobias ^a   Thäle, Christoph ^b  

^a UNIVERSITY OF BERN   (Switzerland)

^b RUHR UNIVERSITY BOCHUM   (Germany)

Author keywords

Contraction; Four moments theorem; Gamma distribution; Homogeneous sums; Multiple stochastic integrals; Non central limit theorem; Poisson chaos; Poisson random measure; U statistics; Universality

Indexed keywords

EID: 84973896928     PISSN: 19800436     EISSN: None     Source Type: Journal    
DOI: 10.30757/alea.v13-07     Document Type: Article

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