Pages that link to "Item:Q1906181"
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The following pages link to Martingale expansions and second order inference (Q1906181):
Displaying 10 items.
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Edgeworth expansions for realized volatility and related estimators (Q737276) (← links)
- Asymptotics and the theory of inference (Q1430906) (← 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)
- On the bootstrap for Moran's \(I\) test for spatial dependence (Q2343748) (← links)
- Cumulants and Bartlett Identities in Cox Regression (Q2956048) (← links)
- Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
