Edgeworth-Cornish-Fisher Expansions for the Mean When Sampling from a Stationary Process

2025 · doi:10.20944/preprints202504.0784.v1
preprint OA: closed CC-BY-4.0
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Abstract

We give the Edgeworth-Cornish-Fisher expansions for the distribution, density and quantiles of the sample mean of a stationary process.

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License: CC-BY-4.0