Edgeworth expansions for compound Poisson processes and the bootstrap
| Year of publication: |
2003
|
|---|---|
| Authors: | Babu, Gutti ; Singh, Kesar ; Yang, Yaning |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 55.2003, 1, p. 83-94
|
| Publisher: |
Springer |
| Subject: | Renewal reward processes | Poisson process | studentization | confidence interval | approximate cumulant | non-lattice distribution | one-term Edgeworth correction by bootstrap |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169203