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Research reports by Heikki J. Tikanmäki

Here are the reports authored by Heikki J. Tikanmäki. See the reports of all authors.

Helsinki University of Technology Institute of Mathematics Research Reports A

A533

Heikki J. Tikanmäki

Edgeworth expansion for the one dimensional distribution of a Lévy process   [pdf][ps] abstract: [pdf][ps]

Received 2007-09-26 * Asymptotic expansions, Cram?r?s condition, cumulants, Edgeworth approximation, Lévy processes * AMS 60G51,60E07,60G50 * 17 pages