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A note on Edgeworth expansions for the lattice case

✍ Scribed by Gutti Jogesh Babu; Kesar Singh

Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
310 KB
Volume
30
Category
Article
ISSN
0047-259X

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πŸ“œ SIMILAR VOLUMES

On the First-Order Edgeworth Expansion f
On the First-Order Edgeworth Expansion for a Markov Chain
✍ S. Datta; W.P. Mccormick πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 474 KB

We consider the first-order Edgeworth expansion for summands related to a homogeneous Markov chain. Certain inaccuracies in some earlier results by Nagaev are corrected and the expansion is obtained under relaxed conditions. An application of our result to the distribution of the mle of a transition