Edgeworth expansions for lattice triangular arrays
- Edgeworth expansions have been introduced as a generalization of the central limit theorem and allow to investigate the convergence properties of sums of i.i.d. random variables. We consider triangular arrays of lattice random vectors and obtain a valid Edgeworth expansion for this case. The presented results can be used, for example, to study the convergence behavior of lattice models.
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| Author: | Alona Bock |
|---|---|
| URN: | urn:nbn:de:hbz:386-kluedo-37658 |
| Series (Serial Number): | Report in Wirtschaftsmathematik (WIMA Report) (149) |
| Document Type: | Preprint |
| Language of publication: | English |
| Date of Publication (online): | 2014/03/26 |
| Year of first Publication: | 2014 |
| Publishing Institution: | Technische Universität Kaiserslautern |
| Date of the Publication (Server): | 2014/03/26 |
| Page Number: | 24 |
| Faculties / Organisational entities: | Kaiserslautern - Fachbereich Mathematik |
| DDC-Cassification: | 5 Naturwissenschaften und Mathematik / 510 Mathematik |
| Licence (German): |  Standard gemäß KLUEDO-Leitlinien vom 10.09.2012 |