Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach (Q1194531)

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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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