Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression (Q2513928)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression |
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Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression (English)
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29 January 2015
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Edgeworth expansion
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saddlepoint approximation
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Cornish-Fisher expansion
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first-order autoregression
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