Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
type: Item
instance of: scholarly article
title: Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations
zbMATH Open document ID: 1418.62055
author: Stelios Arvanitis
author: Antonis Demos
published in: Journal of Time Series Econometrics
publication date: 2018-02-07T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 60F05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6835903
zbMATH Keywords: locally uniform Edgeworth expansion
zbMATH Keywords: formal Edgeworth distribution
zbMATH Keywords: weak dependence
zbMATH Keywords: smooth transformations
zbMATH Keywords: moment approximations
zbMATH Keywords: GMM estimators
zbMATH Keywords: indirect estimators
zbMATH Keywords: GARCH model
MaRDI profile type: Publication
full work available at URL: jtse-2012-0003
OpenAlex ID: W2256141835
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DOI: 10.1515/JTSE-2012-0003
description: scientific article; zbMATH DE number 6835903