Asymptotic expansions for martingales
DOI10.1214/AOP/1176989268zbMATH Open0776.60047OpenAlexW1970699409MaRDI QIDQ686763FDOQ686763
Authors: 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
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: estimation (62M09) Martingales with discrete parameter (60G42) Discrete-time Markov processes on general state spaces (60J05) Limit theorems in probability theory (60F99)
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- High-dimensional asymptotic expansion of the null distribution for \(L 2\) norm based MANOVA testing statistic under general distribution
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- High-dimensional asymptotic expansion of the null distribution for Schott’s test statistic for complete independence of normal random variables
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