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On the First-Order Edgeworth Expansion for a Markov Chain
Datta, S., (1993)
Some Continuous Edgeworth Expansions for Markov Chains with Applications to Bootstrap
Datta, S., (1995)
Ruin probabilities in tough times - Part 2 - Heavy-traffic approximation for fractionally differentiated random walks in the domain of attraction of a nonGaussian stable distribution
Barbe, Ph., (2011)