EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE (Q4787569)
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scientific article; zbMATH DE number 1850006
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| English | EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE |
scientific article; zbMATH DE number 1850006 |
Statements
EDGEWORTH APPROXIMATION IN THE AR(1) PROCESS WITH SOME POSSIBLY NONZERO INITIAL VALUE (English)
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7 January 2003
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Edgeworth expansion
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Berry-Esseen bound
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moderate deviation
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AR(1) processes
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0.8483025
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