Pages that link to "Item:Q1885365"
From MaRDI portal
The following pages link to Partial mixing and Edgeworth expansion (Q1885365):
Displaying 15 items.
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations (Q261826) (← links)
- Third-order asymptotic expansion of \(M\)-estimators for diffusion processes (Q841023) (← links)
- Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps (Q873605) (← links)
- Contrast-based information criterion for ergodic diffusion processes from discrete observations (Q904080) (← links)
- Edgeworth expansion for ergodic diffusions (Q948933) (← links)
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
- Hawkes process and Edgeworth expansion with application to maximum likelihood estimator (Q2046294) (← links)
- Asymptotic expansion of Skorohod integrals (Q2279312) (← links)
- Partial quasi-likelihood analysis (Q2329845) (← links)
- Moment estimation for ergodic diffusion processes (Q2469659) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- Model Selection for Volatility Prediction (Q2956059) (← links)
- High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)