Martingale expansions and second order inference (Q1906181)

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scientific article; zbMATH DE number 842987
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Martingale expansions and second order inference
scientific article; zbMATH DE number 842987

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    Martingale expansions and second order inference (English)
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    23 June 1996
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    Markov
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    one-step triangular array Edgeworth expansion
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    multivariate martingales
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    asymptotically ergodic
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    discrete and continuous time
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    test function topology
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    likelihood inference
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    Cox regression
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    stationary time series
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    bootstrapping
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