Arvanitis, Stelios; Demos, Antonis On the validity of Edgeworth expansions and moment approximations for three indirect inference estimators. (English) Zbl 1420.62474 J. Econom. Methods 7, No. 1, Article ID 20150009, 38 p. (2018). MSC: 62P20 62G09 62G20 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{A. Demos}, J. Econom. Methods 7, No. 1, Article ID 20150009, 38 p. (2018; Zbl 1420.62474) Full Text: DOI
Arvanitis, Stelios; Demos, Antonis Valid locally uniform Edgeworth expansions for a class of weakly dependent processes or sequences of smooth transformations. (English) Zbl 1418.62055 J. Time Ser. Econom. 6, No. 2, 183-235 (2014). MSC: 62E20 60F05 62M10 62F12 PDFBibTeX XMLCite \textit{S. Arvanitis} and \textit{A. Demos}, J. Time Ser. Econom. 6, No. 2, 183--235 (2014; Zbl 1418.62055) Full Text: DOI
Demos, Antonis; Kyriakopoulou, Dimitra Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models. (English) Zbl 1319.62190 Commun. Stat., Theory Methods 42, No. 10, 1713-1747 (2013). MSC: 62M10 62E20 62G05 62G20 62P20 PDFBibTeX XMLCite \textit{A. Demos} and \textit{D. Kyriakopoulou}, Commun. Stat., Theory Methods 42, No. 10, 1713--1747 (2013; Zbl 1319.62190) Full Text: DOI