Asymptotic Expansions and Limit Theorems

1993 ◽  
pp. 131-166
Author(s):  
Vladimir S. Korolyuk ◽  
Anatoly F. Turbin
Keyword(s):  
Asymptotic Expansions ◽  
Limit Theorems

CENTRAL LIMIT THEOREMS FOR WEIGHTED SUMS OF LINEAR PROCESSES: LP -APPROXIMABILITY VERSUS BROWNIAN MOTION

2009 ◽  
Vol 25 (3) ◽  
pp. 748-763 ◽  
Author(s):  
Kairat T. Mynbaev
Keyword(s):  
Brownian Motion ◽  
Central Limit ◽  
Asymptotic Expansions ◽  
Limit Theorems ◽  
Stochastic Calculus ◽  
Central Limit Theorems ◽  
Weighted Sums ◽  
Linear Processes

Standardized slowly varying regressors are shown to be Lp-approximable. This fact allows us to provide alternative proofs of asymptotic expansions of nonstochastic quantities and central limit results due to P.C.B. Phillips, under a less stringent assumption on linear processes. The recourse to stochastic calculus related to Brownian motion can be completely dispensed with.

Asymptotic expansions in the integral and local limit theorems in banach spaces with applications to ?-statistics

1993 ◽  
Vol 6 (4) ◽  
pp. 727-780 ◽  
Author(s):  
Vidmantas Bentkus ◽  
Friedrich G�tze ◽  
Ri?ardas Zitikis
Keyword(s):  
Banach Spaces ◽  
Asymptotic Expansions ◽  
Limit Theorems ◽  
Local Limit ◽  
Local Limit Theorems

scholarly journals Local limit theorems and asymptotic expansions for non-stationary Markov chains

1961 ◽  
Vol 1 (1-2) ◽  
pp. 231-313
Author(s):  
V. Statulevičius
Keyword(s):  
Markov Chains ◽  
Asymptotic Expansions ◽  
Limit Theorems ◽  
Local Limit ◽  
Local Limit Theorems

The abstracts (in two languages) can be found in the pdf file of the article. Original author name(s) and title in Russian and Lithuanian: B. Статулявичюс. Локальные предельные теоремы и асимптотические разложения для неоднородных цепей Маркова V. Statulevičius. Lokalinės ribinės teoremos ir asimptotiniai išdėstymai nehomogeninėms Markovo grandinėms

Sign in / Sign up

Export Citation Format

Share Document