Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains

DOI10.1007/s00440-007-0123-9zbMath1158.60034arXiv0705.3139MaRDI QIDQ957725

Valentin Konakov, Enno Mammen

Publication date: 1 December 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.3139

zbMATH Keywords

diffusion process; Markov chain; transition density; Edgeworth expansion; parametrix method

Mathematics Subject Classification ID

60G60: Random fields

62G07: Density estimation

60J05: Discrete-time Markov processes on general state spaces

60J60: Diffusion processes

Related Items

Weak error for continuous time Markov chains related to fractional in time P(I)DEs, Linear trend exclusion for models defined with stochastic differential and difference equations, Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains, Statistical convergence of Markov experiments to diffusion limits, Small time chaos approximations for heat kernels of multidimensional diffusions

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