Pages that link to "Item:Q686762"
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The following pages link to Refinements in asymptotic expansions for sums of weakly dependent random vectors (Q686762):
Displaying 14 items.
- Efficient likelihood estimation in state space models (Q449965) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Edgeworth expansions for Studentized statistics under weak dependence (Q847642) (← links)
- A Berry-Esseen theorem for sample quantiles under weak dependence (Q1009481) (← links)
- On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method (Q1408499) (← links)
- Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process (Q1429318) (← links)
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
- Partial mixing and Edgeworth expansion (Q1885365) (← links)
- Confidence intervals with higher accuracy for short and long-memory linear processes (Q2165841) (← links)
- Consistency of the jackknife-after-bootstrap variance estimator for the bootstrap quantiles of a Studentized statistic (Q2368860) (← links)
- Asymptotic expansions for sums of block-variables under weak dependence (Q2642750) (← 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)
- Edgeworth expansions for volatility models (Q6136793) (← links)
