Pages that link to "Item:Q1194531"

The following pages link to Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach (Q1194531):

Displaying 16 items.

• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• Edgeworth expansion for ergodic diffusions (Q948933) (← links)
• Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
• Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
• Partial mixing and Edgeworth expansion (Q1885365) (← links)
• Embedding and asymptotic expansions for martingales (Q1902865) (← links)
• High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution (Q2112252) (← links)
• Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos (Q2274309) (← links)
• Asymptotic expansion of Skorohod integrals (Q2279312) (← links)
• On the bootstrap for Moran's \(I\) test for spatial dependence (Q2343748) (← links)
• Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
• Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
• Asymptotic expansion for the quadratic variations of the solution to the heat equation with additive white noise (Q4965645) (← links)
• High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
• Wiener Spiral for Volatility Modeling (Q6090352) (← links)