Asymptotic expansions for martingales

DOI10.1214/aop/1176989268zbMath0776.60047OpenAlexW1970699409MaRDI QIDQ686763

Per Aslak Mykland

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/1176989268

zbMATH Keywords

time seriesMarkov processesEdgeworth expansionsSkorokhod embeddingbootstrappingtriangular array

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Martingales with discrete parameter (60G42) Non-Markovian processes: estimation (62M09) Discrete-time Markov processes on general state spaces (60J05) Limit theorems in probability theory (60F99)

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