An application of the double Edgeworth expansion to a filtering model with Gaussian limit

Statistics and Probability Letters

Volumn 70, Issue 1, 2004, Pages 37-48

  Masuda, Hiroki ^a   Yoshida, Nakahiro ^b  

^a KYUSHU UNIVERSITY   (Japan)

^b UNIVERSITY OF TOKYO   (Japan)

Author keywords

Conditional expectation; Double Edgeworth expansion; Filtering problem

Indexed keywords

EID: 4944230445     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2004.08.002     Document Type: Article

References (7)

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