Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density / rank
 
Normal rank
Property / cites work
 
Property / cites work: Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Regenerative block-bootstrap for Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4097679 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Berry-Esseen theorem for functionals of discrete Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5520962 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Edgeworth expansion for ergodic diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Edgeworth expansions in functional limit theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions for sums of weakly dependent random vectors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Euler scheme and tempered distributions / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Euler scheme for Lévy driven stochastic differential equations: limit theorems. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic error distributions for the Euler method for stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: The approximate Euler method for Lévy driven stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3828838 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3725285 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local limit theorems for transition densities of Markov chains converging to diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Edgeworth type expansions for Euler schemes for stochastic differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Edgeworth-type expansions for transition densities of Markov chains converging to diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Malliavin calculus, geometric mixing, and expansion of diffusion functionals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5562267 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit Theorems for Harris Markov Chains, I / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Curvature and the eigenvalues of the Laplacian / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Euler scheme for Lévy driven stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3862204 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Partial mixing and Edgeworth expansion / rank
 
Normal rank

Latest revision as of 21:44, 28 June 2024

scientific article
Language Label Description Also known as
English
Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
scientific article

    Statements

    Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (English)
    0 references
    0 references
    0 references
    1 December 2008
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Markov chain
    0 references
    diffusion process
    0 references
    transition density
    0 references
    Edgeworth expansion
    0 references
    parametrix method
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references