Asymptotic expansions for sums of weakly dependent random vectors

Author:

Götze F.,Hipp C.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis,General Mathematics,Statistics and Probability,Analysis

Reference17 articles.

1. Anderson, T.W.: The Statistical Analysis of Time Series. New York: Wiley 1971

2. Bhattacharya, R.N., Ranga Rao, R.: Normal Approximation and Asymptotic Expansions. New York: Wiley 1976

3. Bolthausen, E.: The Berry-Essen theorem for functionals of discrete Markov chains. Z.Wahrscheinlichkeitstheorie verw. Gebiete54, 59–74 (1980)

4. Bulinskii, A.V., Zhurbenko, I.G.: The central limit theorem for random fields. Dokl. Akad. Nauk SSSR 226. English translation in: Soviet Math. Dokl.17, 14–17 (1976)

5. Durbin, J.: Approximations for densities of sufficient estimators. Biometrika67, 311–333 (1980)

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