Asymptotic Expansion Under Degeneracy
From MaRDI portal
Publication:4678108
DOI10.14490/jjss.33.145zbMath1063.62115OpenAlexW2168873665MaRDI QIDQ4678108
Yuji Sakamoto, Nakahiro Yoshida
Publication date: 23 May 2005
Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.14490/jjss.33.145
Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)
Related Items (5)
Third-order asymptotic expansion of \(M\)-estimators for diffusion processes ⋮ Asymptotic expansion and estimates of Wiener functionals ⋮ Asymptotic expansion of an estimator for the Hurst coefficient ⋮ Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property ⋮ Second-order asymptotic expansion for a non-synchronous covariation estimator
This page was built for publication: Asymptotic Expansion Under Degeneracy