Asymptotic expansions for the moments of a randomly stopped average
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Publication:2366754
DOI10.1214/aos/1176349039zbMath0788.62075OpenAlexW2051899603MaRDI QIDQ2366754
Girish Aras, Michael B. Woodroofe
Publication date: 5 June 1994
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176349039
martingalesasymptotic expansionsinner product spaceexamplesperturbed random walknonlinear renewal theoryrisk functionsfirst four momentsdriftless random walk
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