Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656)
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scientific article; zbMATH DE number 6835903
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| English | Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations |
scientific article; zbMATH DE number 6835903 |
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Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (English)
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7 February 2018
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locally uniform Edgeworth expansion
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formal Edgeworth distribution
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weak dependence
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smooth transformations
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moment approximations
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GMM estimators
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indirect estimators
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GARCH model
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0.8294121026992798
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0.7974094748497009
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