The Cornish-Fisher expansion for a class of statistics in first order autoregression (Q3178631)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Cornish-Fisher expansion for a class of statistics in first order autoregression |
scientific article |
Statements
The Cornish-Fisher expansion for a class of statistics in first order autoregression (English)
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15 July 2016
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quantile
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Edgeworth expansion
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Cornish-Fisher
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first-order autoregression
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