Asymptotic expansions for martingales
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Publication:686763
DOI10.1214/aop/1176989268zbMath0776.60047MaRDI QIDQ686763
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
time series; Markov processes; Edgeworth expansions; Skorokhod embedding; bootstrapping; triangular array
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
60G42: Martingales with discrete parameter
62M09: Non-Markovian processes: estimation
60J05: Discrete-time Markov processes on general state spaces
60F99: Limit theorems in probability theory
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