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The Berry-Esseen bound for the Poisson shot-noise

Published online by Cambridge University Press:  01 July 2016

John A. Lane
John A. Lane*
Affiliation:
University College of Wales, Aberystwyth
*
∗Postal address: Department of Mathematics, The University College of Wales, Aberystwyth, SY23 3BZ, UK.
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Abstract

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This note provides a useful extension of the Berry–Esseen bound on the error in the normal approximation for shot-noise. The special cases treated are of particular interest in the statistical analysis of Poisson processes and cluster point processes.

Keywords

POISSON PROCESSCLUSTER POINT PROCESSES
Type
Letters to the Editor
Information
Advances in Applied Probability , Volume 19 , Issue 2 , June 1987 , pp. 512 - 514
Copyright
Copyright © Applied Probability Trust 1987 

References

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