Pages that link to "Item:Q686763"
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The following pages link to Asymptotic expansions for martingales (Q686763):
Displayed 10 items.
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- ANOVA for diffusions and Itō processes (Q449957) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method (Q1408499) (← links)
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property (Q1768100) (← links)
- Partial mixing and Edgeworth expansion (Q1885365) (← links)
- Embedding and asymptotic expansions for martingales (Q1902865) (← links)
- On the bootstrap for Moran's \(I\) test for spatial dependence (Q2343748) (← links)
- Likelihood and higher‐order approximations to tail areas: A review and annotated bibliography (Q4715844) (← links)
- Malliavin calculus and martingale expansion (Q5956288) (← links)