Pages that link to "Item:Q948933"
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The following pages link to Edgeworth expansion for ergodic diffusions (Q948933):
Displaying 6 items.
- Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Edgeworth expansion for ergodic diffusions (Q948933) (← links)
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
