Kakizawa, Yoshihide Edgeworth approximation in the O-U process. (English) Zbl 1192.62042 Sankhyā, Ser. A 64, No. 1, 16-41 (2002). MSC: 62E20 62M05 60J60 PDFBibTeX XMLCite \textit{Y. Kakizawa}, Sankhyā, Ser. A 64, No. 1, 16--41 (2002; Zbl 1192.62042)
Kakizawa, Yoshihide Edgeworth approximation in the AR(1) process with some possibly nonzero initial value. (English) Zbl 1044.62019 J. Jpn. Stat. Soc. 32, No. 2, 209-237 (2002). MSC: 62E17 62M10 62E20 PDFBibTeX XMLCite \textit{Y. Kakizawa}, J. Jpn. Stat. Soc. 32, No. 2, 209--237 (2002; Zbl 1044.62019) Full Text: DOI