Martingale expansions and second order inference (Q1906181)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Martingale expansions and second order inference |
scientific article |
Statements
Martingale expansions and second order inference (English)
0 references
23 June 1996
0 references
Markov
0 references
one-step triangular array Edgeworth expansion
0 references
multivariate martingales
0 references
asymptotically ergodic
0 references
discrete and continuous time
0 references
test function topology
0 references
likelihood inference
0 references
Cox regression
0 references
stationary time series
0 references
bootstrapping
0 references