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20062021
most citedConvergence rates of maximal deviation distribution for projection estimates of Lévy densities

3 citations · 9 across the 14 of their papers we have counts for

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math.PR2006

Accuracy of Diffusion Approximations for High Frequency Markov Data

Valentin Konakov, Enno Mammen

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Edgeworth type expansions of third order for transition densities are proved. This is do…

math.PR2006★ 2 cited

Small time asymptotics in local limit theorems for Markov chains converging to diffusions

Valentin Konakov

We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may…