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SUMMARY:Quantitative and stable limits of high-frequency statistics of L\\
 'evy processes: a Stein's method approach - Chiara Amorino (Université du
  Luxembourg)
DTSTART:20240425T133000Z
DTEND:20240425T141500Z
UID:TALK214228@talks.cam.ac.uk
DESCRIPTION:We establish inequalities for assessing the distance between t
 he distribution of errors of partially observed high-frequency statistics 
 of multidimensional L\\'evy processes and that of a mixed Gaussian random 
 variable. Furthermore\, we provide a general result guaranteeing stable &n
 bsp\;convergence. Our arguments rely on a suitable adaptation of the Stein
 's method perspective to the context of mixed Gaussian distributions\, spe
 cifically tailored to the framework of high-frequency statistics.&nbsp\;
LOCATION:External
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