Pages that link to "Item:Q948933"
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The following pages link to Edgeworth expansion for ergodic diffusions (Q948933):
Displaying 14 items.
- Asymptotic analysis for stochastic volatility: martingale expansion (Q484204) (← links)
- Second-order asymptotic expansion for a non-synchronous covariation estimator (Q720740) (← links)
- Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process (Q743070) (← links)
- An application of the double Edgeworth expansion to a filtering model with Gaussian limit (Q868269) (← links)
- Edgeworth expansion for ergodic diffusions (Q948933) (← links)
- Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains (Q957725) (← links)
- Edgeworth expansion for \(M\)-estimators of \(V\)-geometrically ergodic Markov chains (Q961013) (← links)
- Martingale expansions and second order inference (Q1906181) (← links)
- On the asymptotic moments and Edgeworth expansions for some processes in random dynamical environment (Q2183168) (← links)
- Edgeworth expansion for the pre-averaging estimator (Q2408996) (← links)
- Edgeworth-type expansions for transition densities of Markov chains converging to diffusions (Q2496939) (← links)
- Edgeworth expansions for slow–fast systems with finite time-scale separation (Q4973919) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
- Edgeworth expansions for volatility models (Q6136793) (← links)
