An edgeworth expansion for a sum of M-Dependent random variables
Given a sequence X1,X2,…,Xn of m-dependent random variables with moments of order 3+α (0<α≦1), we give an Edgeworth expansion of the distribution of Sσ−1(S=X1+X2+…+Xn, σ2=ES2) under the assumption that E[exp(it Sσ1)] is small away from the origin. The result is of the best possible order....
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
1985-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1155/S0161171285000618 |
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