Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656): Difference between revisions

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Revision as of 02:02, 15 July 2024

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Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
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    Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (English)
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    7 February 2018
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    locally uniform Edgeworth expansion
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    formal Edgeworth distribution
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    weak dependence
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    smooth transformations
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    moment approximations
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    GMM estimators
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    indirect estimators
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    GARCH model
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