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Nonasymptotic Gaussian Approximation for Inference with Stable Noise
[article]
2020
arXiv
pre-print
The results of a series of theoretical studies are reported, examining the convergence rate for different approximate representations of α-stable distributions. Although they play a key role in modelling random processes with jumps and discontinuities, the use of α-stable distributions in inference often leads to analytically intractable problems. The LePage series, which is a probabilistic representation employed in this work, is used to transform an intractable, infinite-dimensional inference
arXiv:1802.10065v4
fatcat:tuxl3q5sgneedk2pxwv7eag2qu