The Berry-Esseen bound for the Poisson shot-noise-Reference-Cited by-同舟云学术

The Berry-Esseen bound for the Poisson shot-noise

Published:1987-06 Issue:2 Volume:19 Page:512-514
ISSN:0001-8678
Container-title:Advances in Applied Probability
language:en
Short-container-title:Advances in Applied Probability

Author:

Lane John A.

Abstract

This note provides a useful extension of the Berry–Esseen bound on the error in the normal approximation for shot-noise. The special cases treated are of particular interest in the statistical analysis of Poisson processes and cluster point processes.

Publisher

Cambridge University Press (CUP)

Subject

Applied Mathematics,Statistics and Probability

Reference7 articles.

1. Normal convergence of multidimensional shot noise and rates of this convergence

2. The central limit theorem for the Poisson shot-noise process

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