Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
- 1 June 1991
- journal article
- research article
- Published by Springer Nature in Probability Theory and Related Fields
- Vol. 89 (2) , 181-199
- https://doi.org/10.1007/bf01366905
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Uniform Saddlepoint Approximations and Log-Concave DensitiesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1991
- Uniform saddlepoint approximationsAdvances in Applied Probability, 1988
- A note on asymptotic expansions for Markov chains using operator theoryAdvances in Applied Mathematics, 1987
- Markov Additive Processes I. Eigenvalue Properties and Limit TheoremsThe Annals of Probability, 1987
- Large deviations of uniformly recurrent Markov additive processesAdvances in Applied Mathematics, 1985
- Asymptotic expansions for sums of weakly dependent random vectorsProbability Theory and Related Fields, 1983
- Large Deviations of Functions of Markovian Transitions and Mathematical Programming DualityThe Annals of Probability, 1979
- Central limit theorems and statistical inference for finite Markov chainsProbability Theory and Related Fields, 1974
- Some Limit Theorems for Stationary Markov ChainsTheory of Probability and Its Applications, 1957
- Saddlepoint Approximations in StatisticsThe Annals of Mathematical Statistics, 1954