Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656): Difference between revisions
From MaRDI portal
Revision as of 02:02, 15 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations |
scientific article |
Statements
Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (English)
0 references
7 February 2018
0 references
locally uniform Edgeworth expansion
0 references
formal Edgeworth distribution
0 references
weak dependence
0 references
smooth transformations
0 references
moment approximations
0 references
GMM estimators
0 references
indirect estimators
0 references
GARCH model
0 references
0 references
0 references
0 references