The Cornish-Fisher expansion for a class of statistics in first order autoregression (Q3178631)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Cornish-Fisher expansion for a class of statistics in first order autoregression |
scientific article |
Statements
The Cornish-Fisher expansion for a class of statistics in first order autoregression (English)
0 references
15 July 2016
0 references
quantile
0 references
Edgeworth expansion
0 references
Cornish-Fisher
0 references
first-order autoregression
0 references
0 references
