Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100): Difference between revisions

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+Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
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+Asymptotic expansions for sums of weakly dependent random vectors
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+Malliavin calculus, geometric mixing, and expansion of diffusion functionals
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+Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach
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+Asymptotic expansions for martingales
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+Martingale expansions and second order inference
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+Expansion of perturbed random variables based on generalized Wiener functionals
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+Asymptotic expansion of \(M_-\)-estimator over Wiener space
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+Asymptotic Expansion Under Degeneracy
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+Information criteria in model selection for mixing processes
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+Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe
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+Malliavin calculus and asymptotic expansion for martingales
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+Publication:1768100