Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach (Q1194531)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach |
scientific article; zbMATH DE number 64497
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach |
scientific article; zbMATH DE number 64497 |
Statements
Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach (English)
0 references
27 September 1992
0 references
dependent variables
0 references
Edgeworth expansions
0 references
one-step triangular array asymptotic expansion
0 references
continuous martingales
0 references
asymptotically normal
0 references
quadratic variations
0 references
law of large numbers
0 references
central limit type condition
0 references
distributions of estimators
0 references
asymptotically ergodic differential equation models
0 references
bootstrapping estimators
0 references