Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains

DOI10.1007/s00440-007-0123-9zbMath1158.60034arXiv0705.3139OpenAlexW2139161782MaRDI QIDQ957725

Valentin Konakov, Enno Mammen

Publication date: 1 December 2008

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0705.3139

zbMATH Keywords

diffusion processMarkov chaintransition densityEdgeworth expansionparametrix method

Mathematics Subject Classification ID

Random fields (60G60) Density estimation (62G07) Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60)

Related Items

Linear trend exclusion for models defined with stochastic differential and difference equations ⋮ Small time chaos approximations for heat kernels of multidimensional diffusions ⋮ Statistical convergence of Markov experiments to diffusion limits ⋮ Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains ⋮ Weak error for continuous time Markov chains related to fractional in time P(I)DEs

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