Refinements in asymptotic expansions for sums of weakly dependent random vectors
From MaRDI portal
Publication:686762
DOI10.1214/aop/1176989267zbMath0776.60025MaRDI QIDQ686762
Publication date: 11 October 1993
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176989267
Related Items
Edgeworth expansions for Studentized statistics under weak dependence, A Berry-Esseen theorem for sample quantiles under weak dependence, On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method, Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process, Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property, Partial mixing and Edgeworth expansion, Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic, Asymptotic expansions for sums of block-variables under weak dependence, VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES