Pages that link to "Item:Q686763"

The following pages link to Asymptotic expansions for martingales (Q686763):

Displaying 18 items.

• Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
• Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
• ANOVA for diffusions and Itō processes (Q449957) (← links)
• Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
• Edgeworth expansions for realized volatility and related estimators (Q737276) (← links)
• On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method (Q1408499) (← links)
• Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
• GEL estimation and tests of spatial autoregressive models (Q1739882) (← 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)
• 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)
• Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography (Q4715844) (← links)
• High order asymptotic expansion for Wiener functionals (Q6048984) (← links)
• Edgeworth expansions for volatility models (Q6136793) (← links)