4 papers
The Bootstrap for Dynamical Systems
Kasun Fernando, Nan Zou
Despite their deterministic nature, dynamical systems often exhibit seemingly random behaviour. Consequently, a dynamical system is usually represented by a probabilistic model of…
Higher order asymptotics for large deviations -- Part II
Kasun Fernando, Pratima Hebbar
We obtain asymptotic expansions for the large deviation principle (LDP) for continuous time stochastic processes with weakly dependent increments. As a key example, we show that ad…
Higher order asymptotics for large deviations -- Part I
Kasun Fernando, Pratima Hebbar
For sequences of non-lattice weakly dependent random variables, we obtain asymptotic expansions for Large Deviation Principles. These expansions, commonly referred to as strong lar…
Edgeworth expansions for weakly dependent random variables
Kasun Fernando, Carlangelo Liverani
We discuss sufficient conditions that guarantee the existence of asymptotic expansions for the Central Limit Theorem for weakly dependent random variables including observations ar…