Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach (Q1194531)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach |
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Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach (English)
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27 September 1992
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dependent variables
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Edgeworth expansions
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one-step triangular array asymptotic expansion
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continuous martingales
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asymptotically normal
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quadratic variations
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law of large numbers
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central limit type condition
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distributions of estimators
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asymptotically ergodic differential equation models
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bootstrapping estimators
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