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Asymptotic Expansion of M-Estimators with Long-Memory Errors

The Annals of Statistics, Vol. 25, No. 2 (Apr., 1997), pp. 818-850 (33 pages) This paper obtains a higher-order asymptotic expansion of a class of M-estimators of the one-sample location parameter ...
JSTOR Daily

Asymptotic Expansion of $\int^{\pi/2}_0 J^2_\nu(\lambda \cos \theta) d\theta$

An asymptotic expansion is obtained, as $\lambda \rightarrow +\infty$, for the integral $$I(\lambda) = \int^{\pi/2}_0 J^2_\nu(\lambda \cos \theta)d\theta,$$ where $J ...
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Pricing credit derivatives using an asymptotic expansion approach

The prices of credit derivatives within multiple defaultable entities are evaluated in this paper using the asymptotic expansion approach. The theoretical prices of credit derivatives such as credit ...