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2017 | OriginalPaper | Buchkapitel

Asymptotic Expansions for Products of Characteristic Functions Under Moment Assumptions of Non-integer Orders

verfasst von : Sergey G. Bobkov

Erschienen in: Convexity and Concentration

Verlag: Springer New York

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Abstract

This is mostly a review of results and proofs related to asymptotic expansions for characteristic functions of sums of independent random variables (known also as Edgeworth-type expansions). A number of known results is refined in terms of Lyapunov coefficients of non-integer orders.

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Metadaten
Titel
Asymptotic Expansions for Products of Characteristic Functions Under Moment Assumptions of Non-integer Orders
verfasst von
Sergey G. Bobkov
Copyright-Jahr
2017
Verlag
Springer New York
DOI
https://doi.org/10.1007/978-1-4939-7005-6_11

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