Asymptotic expansions for sums of weakly dependent random vectors

DOI10.1007/BF01844607zbMATH Open0497.60022OpenAlexW1987112953MaRDI QIDQ3962237FDOQ3962237

Authors: 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

zbMATH Keywords

Edgeworth expansionsfinite Fourier transformGaussian dependenceMarkov-dependence

Mathematics Subject Classification ID

Gaussian processes (60G15) Central limit and other weak theorems (60F05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stationary stochastic processes (60G10)

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Cited In (71)

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• Eigenschaften von Polynomidealen in Abhängigkeit von der Charakteristik
• A hierarchy of gaussian and non-gaussian asymptotics of a class of Fokker-Planck equations with multiple scales
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• Weak Edgeworth expansion for the mean-field Bose gas
• On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method
• Asymptotic expansions for statistics computed from spatial data
• A note on asymptotic expansions for sums over a weakly dependent random field with application to the Poisson and Strauss processes
• Regeneration-based statistics for Harris recurrent Markov chains
• Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes
• On the bootstrap for Moran's \(I\) test for spatial dependence
• Estimation of the quantile function using Bernstein–Durrmeyer polynomials
• Bootstrapping GMM estimators for time series
• Asymptotic expansions for potential functions of I.I.D. random fields
• Higher order approximations for autocovariances from linear processes with applications
• Moment bounds for non-linear functionals of the periodogram
• Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales
• A method for the derivation of limit theorems for sums of weakly dependent random variables:a survey
• A Berry-Esseen theorem for sample quantiles under weak dependence
• Second order optimality of stationary bootstrap
• Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
• Edgeworth expansions for spectral mean estimates with applications to Whittle estimates
• Berry-Esseen theorems under weak dependence
• Bootstrap refinements for QML estimators of the GARCH(1,1) parameters
• Asymptotic expansion and estimates of Wiener functionals
• Asymptotic expansions for sums of block-variables under weak dependence
• PEAK-INSENSITIVE NON-PARAMETRIC SPECTRUM ESTIMATION
• Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
• Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property
• Edgeworth expansions for weakly dependent random variables
• Deviations from Gaussianity in deterministic discrete time dynamical systems
• Bootstrap in moving average models
• Bootstrap in Markov-sequences based on estimates of transition density
• On the relative performance of the block bootstrap for dependent data
• Edgeworth expansions for Studentized statistics under weak dependence
• CONSISTENCY FOR NON‐LINEAR FUNCTIONS OF THE PERIODOGRAM OF TAPERED DATA
• Hawkes process and Edgeworth expansion with application to maximum likelihood estimator
• Asymptotic expansion of Skorohod integrals
• Confidence intervals with higher accuracy for short and long-memory linear processes
• About the Berry-Esseen theorem for weakly dependent sequences
• Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic
• A note on asymptotic expansions for Markov chains using operator theory
• On \(m\)-dependence and Edgeworth expansions
• REFINED TESTS FOR SPATIAL CORRELATION
• Some estimates in the central limit theorem for \(\varphi\)-mixing random variables
• Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
• Bootstrap Methods for Time Series
• Asymptotic expansions at work
• Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model
• Higher-order Bartlett-type adjustment
• The Nagaev-Guivarc'h method via the Keller-Liverani theorem
• Higher order asymptotics for large deviations. I
• Edgeworth expansion for ergodic diffusions
• On the bias of order statistics in non-i.i.d. samples
• Berry-Esseen theorems for quadratic forms of Gaussian stationary processes
• VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES
• Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
• About the Lindeberg method for strongly mixing sequences
• Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
• Asymptotic expansions in the central limit theorem for compound and Markov processes
• A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods
• High order asymptotic expansion for Wiener functionals
• Bootstrap -- an exploration
• Malliavin calculus and martingale expansion
• Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes.
• Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes
• On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators
• Edgeworth expansions for slow-fast systems with finite time-scale separation

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