On Stein's Method for Infinitely Divisible Laws with Finite First Moment

By B. Arras, C. Houdr'e. SpringerBriefs in Probability and Mathematical Statistics, 2017

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We present, in a unified way, a Stein methodology for infinitely divisible laws (without Gaussian component) having finite first moment.

Subfields: Management Science and Operations Research, Mathematical Physics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3275920108ac16708b5a5e29e6d7cccfb1f9117b