Explicit bounds for the departure from normality of sums of dependent random variables

1979/03/01 by R. V. Erickson, M. P. Quine, N. C. Weber · 2 citations
Decision Sciences · Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Probability and Risk Models #Risk and Portfolio Optimization

paper · doi:10.1007/bf01902589

openalex publication_date 1979/03/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/25

Citations

• On the Departure from Normality of a Certain Class of Martingales

Cited by

• Stopping Rules for Monte Carlo Methods of Martingale Difference Type
• On the integrated squared error of the linear wavelet density estimator