Pages that link to "Item:Q3962237"
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The following pages link to Asymptotic expansions for sums of weakly dependent random vectors (Q3962237):
Displaying 50 items.
- Bootstrapping GMM estimators for time series (Q275250) (← links)
- Bootstrap refinements for QML estimators of the GARCH(1,1) parameters (Q295411) (← links)
- Efficient likelihood estimation in state space models (Q449965) (← links)
- A note on asymptotic expansions for sums over a weakly dependent random field with application to the Poisson and Strauss processes (Q688359) (← links)
- A nonparametric plug-in rule for selecting optimal block lengths for block bootstrap methods (Q713776) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Bootstrap in Markov-sequences based on estimates of transition density (Q751111) (← links)
- Second order optimality of stationary bootstrap (Q756317) (← links)
- Saddlepoint expansions for sums of Markov dependent variables on a continuous state space (Q756838) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- Edgeworth expansion for ergodic diffusions (Q948933) (← links)
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
- Moment bounds for non-linear functionals of the periodogram (Q981008) (← links)
- A Berry-Esseen theorem for sample quantiles under weak dependence (Q1009481) (← links)
- Berry-Esseen theorems for quadratic forms of Gaussian stationary processes (Q1062347) (← links)
- Validity of Edgeworth expansions of minimum contrast estimators for Gaussian ARMA processes (Q1088354) (← links)
- A note on asymptotic expansions for Markov chains using operator theory (Q1097570) (← links)
- Asymptotic expansions for potential functions of I.I.D. random fields (Q1112428) (← links)
- On the bias of order statistics in non-i.i.d. samples (Q1202309) (← links)
- On \(m\)-dependence and Edgeworth expansions (Q1336551) (← links)
- Some estimates in the central limit theorem for \(\varphi\)-mixing random variables (Q1366391) (← links)
- Higher-order Bartlett-type adjustment (Q1378800) (← links)
- On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method (Q1408499) (← links)
- Edgeworth expansions for linear statistics of possibly long-range-dependent linear processes. (Q1427715) (← links)
- Speed of convergence to equilibrium and to normality for diffusions with multiple periodic scales (Q1593610) (← links)
- Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations (Q1695656) (← links)
- Bootstrap -- an exploration (Q1731214) (← links)
- Edgeworth expansions of suitably normalized sample mean statistics for atomic Markov chains (Q1765111) (← links)
- Asymptotic operating characteristics of an optimal change point detection in hidden Markov models (Q1766136) (← links)
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
- Edgeworth expansions for spectral mean estimates with applications to Whittle estimates (Q1895423) (← links)
- About the Berry-Esseen theorem for weakly dependent sequences (Q1908547) (← links)
- Asymptotic expansions for statistics computed from spatial data (Q1919720) (← links)
- Edgeworth expansions for weakly dependent random variables (Q2041805) (← links)
- Hawkes process and Edgeworth expansion with application to maximum likelihood estimator (Q2046294) (← links)
- Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
- Asymptotic expansion of Skorohod integrals (Q2279312) (← links)
- On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators (Q2312951) (← links)
- On the bootstrap for Moran's \(I\) test for spatial dependence (Q2343748) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Asymptotic expansion for Barndorff-Nielsen and Shephard's stochastic volatility model (Q2485477) (← links)
- Bootstrap in moving average models (Q2641053) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← links)
- Asymptotic expansion and estimates of Wiener functionals (Q2685905) (← links)
- The Nagaev-Guivarc’h method via the Keller-Liverani theorem (Q3056515) (← links)
- About the Lindeberg method for strongly mixing sequences (Q3127362) (← links)
- Asymptotic expansions in the central limit theorem for compound and Markov processes (Q3339851) (← links)
- VALID EDGEWORTH EXPANSIONS FOR THE WHITTLE MAXIMUM LIKELIHOOD ESTIMATOR FOR STATIONARY LONG-MEMORY GAUSSIAN TIME SERIES (Q3377450) (← links)
- Sharp connections between Berry-Esseen characteristics and Edgeworth expansions for stationary processes (Q3388496) (← links)
- Regeneration-based statistics for Harris recurrent Markov chains (Q3416883) (← links)
