Edgeworth expansions in operator form
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Publication:945806
DOI10.1016/j.spl.2008.01.004zbMath1146.60018arXiv0712.4199MaRDI QIDQ945806
Publication date: 17 September 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0712.4199
60F05: Central limit and other weak theorems
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
60F10: Large deviations
47N30: Applications of operator theory in probability theory and statistics
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Cites Work
- Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
- Uniformly integrable operators and large deviations for Markov processes
- On stability of continuous time models of a financial market.
- An asymptotic formula for the Bayes risk in discriminating between two Markov chains
- A Remark on a Large Deviation Theorem for Markov Chain with a Finite Number of States
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