Chaos expansion and asymptotic behavior of the Pareto distribution
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DOI: 10.1016/j.spl.2014.04.012
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- Kusuoka, Seiichiro & Tudor, Ciprian A., 2012. "Stein’s method for invariant measures of diffusions via Malliavin calculus," Stochastic Processes and their Applications, Elsevier, vol. 122(4), pages 1627-1651.
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Keywords
Multiple stochastic integrals; Malliavin calculus; Pareto distribution; Stein method; Convergence in law;All these keywords.
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