scientific article; zbMATH DE number 759394

zbMath0818.62014MaRDI QIDQ4834442

Yoshihide Kakizawa, Masanobu Taniguchi

Publication date: 21 August 1995

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

saddlepoint approximationcharacteristic functionmoment generating functionGaussian AR(1) processFourier inversion integralthird order Edgeworth approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (3)

Exploring the relation between the \(r^\ast\) approximation and the Edgeworth expansion ⋮ Tilted Edgeworth expansions for asymptotically normal vectors ⋮ Higher-order approximations to the quantile of the distribution for a class of statistics in the first-order autoregression

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