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

From MaRDI portal
Revision as of 22:15, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
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
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references