Asymptotic expansions for sums of weakly dependent random vectors
From MaRDI portal
Publication:3962237
DOI10.1007/BF01844607zbMath0497.60022OpenAlexW1987112953MaRDI QIDQ3962237
Friedrich Götze, Christian Hipp
Publication date: 1983
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01844607
Gaussian processes (60G15) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items
Bootstrapping GMM estimators for time series, On \(m\)-dependence and Edgeworth expansions, Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic, Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes, Bootstrap refinements for QML estimators of the GARCH(1,1) parameters, A note on asymptotic expansions for Markov chains using operator theory, Edgeworth expansions for spectral mean estimates with applications to Whittle estimates, Edgeworth expansions for Studentized statistics under weak dependence, Bootstrap in moving average models, Asymptotic expansions for sums of block-variables under weak dependence, REFINED TESTS FOR SPATIAL CORRELATION, About the Berry-Esseen theorem for weakly dependent sequences, Some estimates in the central limit theorem for \(\varphi\)-mixing random variables, Asymptotic expansions for potential functions of I.I.D. random fields, Confidence intervals with higher accuracy for short and long-memory linear processes, Bootstrap Methods for Time Series, Asymptotic expansions for statistics computed from spatial data, Higher-order Bartlett-type adjustment, Asymptotic expansions at work, High order asymptotic expansion for Wiener functionals, PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION, A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey, Weak Edgeworth expansion for the mean-field Bose gas, Edgeworth expansions for volatility models, Asymptotic expansion and estimates of Wiener functionals, Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations, A higher-order correct fast moving-average bootstrap for dependent data, CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA, On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method, Higher order approximations for autocovariances from linear processes with applications, Efficient likelihood estimation in state space models, Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes., Bootstrap -- an exploration, Edgeworth expansion for ergodic diffusions, A hierarchy of gaussian and non-gaussian asymptotics of a class of Fokker-Planck equations with multiple scales, Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains, A note on asymptotic expansions for sums over a weakly dependent random field with application to the Poisson and Strauss processes, On the bias of order statistics in non-i.i.d. samples, Estimation of the quantile function using Bernstein–Durrmeyer polynomials, Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model, Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains, Asymptotic operating characteristics of an optimal change point detection in hidden Markov models, Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property, Asymptotic expansions in the central limit theorem for compound and Markov processes, Moment bounds for non-linear functionals of the periodogram, A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods, The Nagaev-Guivarc’h method via the Keller-Liverani theorem, Asymptotic expansion of Skorohod integrals, Malliavin calculus and martingale expansion, Berry-Esseen theorems under weak dependence, Edgeworth expansions for weakly dependent random variables, A Berry-Esseen theorem for sample quantiles under weak dependence, Hawkes process and Edgeworth expansion with application to maximum likelihood estimator, VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES, Unnamed Item, Deviations from Gaussianity in deterministic discrete time dynamical systems, Bootstrap in Markov-sequences based on estimates of transition density, Edgeworth expansions for slow–fast systems with finite time-scale separation, Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes, Second order optimality of stationary bootstrap, Saddlepoint expansions for sums of Markov dependent variables on a continuous state space, On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators, Eigenschaften von Polynomidealen in Abhängigkeit von der Charakteristik, Regeneration-based statistics for Harris recurrent Markov chains, Higher order asymptotics for large deviations – Part I, About the Lindeberg method for strongly mixing sequences, On the relative performance of the block bootstrap for dependent data, Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales, On the bootstrap for Moran's \(I\) test for spatial dependence, Berry-Esseen theorems for quadratic forms of Gaussian stationary processes
Cites Work
- Speeds of convergence for the multidimensional central limit theorem
- On strong estimates of mixed semiinvariants of random processes
- A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
- The Berry-Esseen theorem for functionals of discrete Markov chains
- Approximations for densities of sufficient estimators
- On the Convergence Rate in the Central Limit Theorem for Weakly Dependent Random Variables
- Asymptotic expansions in the central limit theorem under moment conditions
- On the Spectrum of Stationary Gaussian Sequences Satisfying the Strong Mixing Condition. II. Sufficient Conditions. Mixing Rate
- The Central Limit Theorem for Sums of Functions of Independent Variables and Sums of the Form $\sum {f(2^k t)} $
- Some Limit Theorems for Stationary Processes
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
