Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
From MaRDI portal
Publication:957725
DOI10.1007/s00440-007-0123-9zbMath1158.60034arXiv0705.3139MaRDI QIDQ957725
Publication date: 1 December 2008
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0705.3139
60G60: Random fields
62G07: Density estimation
60J05: Discrete-time Markov processes on general state spaces
60J60: Diffusion processes
Related Items
Weak error for continuous time Markov chains related to fractional in time P(I)DEs, Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains, Statistical convergence of Markov experiments to diffusion limits
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Edgeworth expansions in functional limit theorems
- Euler scheme and tempered distributions
- Regenerative block-bootstrap for Markov chains
- Edgeworth expansion for ergodic diffusions
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains
- Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach
- Asymptotic error distributions for the Euler method for stochastic differential equations
- The Euler scheme for Lévy driven stochastic differential equations
- Malliavin calculus, geometric mixing, and expansion of diffusion functionals
- Local limit theorems for transition densities of Markov chains converging to diffusions
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains
- The Euler scheme for Lévy driven stochastic differential equations: limit theorems.
- Partial mixing and Edgeworth expansion
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
- The approximate Euler method for Lévy driven stochastic differential equations
- Edgeworth-type expansions for transition densities of Markov chains converging to diffusions
- Curvature and the eigenvalues of the Laplacian
- Limit Theorems for Harris Markov Chains, I
- The Berry-Esseen theorem for functionals of discrete Markov chains
- [https://portal.mardi4nfdi.de/wiki/Publication:3933699 The Berry-Esse�n theorem for strongly mixing Harris recurrent Markov chains]
- Asymptotic expansions for sums of weakly dependent random vectors
- The Law of the Euler Scheme for Stochastic Differential Equations: II. Convergence Rate of the Density
- Edgeworth type expansions for Euler schemes for stochastic differential equations.
