Martingale expansions and second order inference
type: Item
instance of: scholarly article
title: Martingale expansions and second order inference
zbMATH Open document ID: 0839.62083
author: Per Aslak Mykland
published in: The Annals of Statistics
publication date: 1996-06-23T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 842987
zbMATH Keywords: Markov
zbMATH Keywords: one-step triangular array Edgeworth expansion
zbMATH Keywords: multivariate martingales
zbMATH Keywords: asymptotically ergodic
zbMATH Keywords: discrete and continuous time
zbMATH Keywords: test function topology
zbMATH Keywords: likelihood inference
zbMATH Keywords: Cox regression
zbMATH Keywords: stationary time series
zbMATH Keywords: bootstrapping
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176324617
OpenAlex ID: W1965186648
DOI: 10.1214/AOS/1176324617
description: scientific article; zbMATH DE number 842987