Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6835903
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations |
scientific article; zbMATH DE number 6835903 |
Statements
Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (English)
0 references
7 February 2018
0 references
locally uniform Edgeworth expansion
0 references
formal Edgeworth distribution
0 references
weak dependence
0 references
smooth transformations
0 references
moment approximations
0 references
GMM estimators
0 references
indirect estimators
0 references
GARCH model
0 references
0 references
0 references
0 references
0.8294121026992798
0 references
0.7974094748497009
0 references
