Asymptotic Expansion Under Degeneracy

DOI10.14490/jjss.33.145zbMath1063.62115OpenAlexW2168873665MaRDI QIDQ4678108

Yuji Sakamoto, Nakahiro Yoshida

Publication date: 23 May 2005

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss.33.145

zbMATH Keywords

\(M\)-estimatordiffusion functionalmixing process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Markov processes: estimation; hidden Markov models (62M05)

Related Items (5)

Third-order asymptotic expansion of \(M\)-estimators for diffusion processes ⋮ Asymptotic expansion and estimates of Wiener functionals ⋮ Asymptotic expansion of an estimator for the Hurst coefficient ⋮ Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property ⋮ Second-order asymptotic expansion for a non-synchronous covariation estimator

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