CUMULANTS AND PARTITION LATTICES1

By T. Speed. 1983

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Yacine Aït-Sahalia
2. Dino Sejdinovic
3. Per Aslak Mykland
4. Lan Zhang
5. Jean Jacod
6. Arthur Gretton
7. P. R. Hansen
8. Markus Bibinger

Citations in the corpus

• A Kernel Test for Three-Variable Interactions (2013, methodology): “The coefficients correspond to the Möbius inversion on the partition lattice [34].”
• Cumulants in noncommutative probability theory I. Noncommutative exchangeability systems (2002, methodology): “Formula (2.2) can be expanded and after collecting terms we obtain the well known partition lattice formulation of the moment-cumulant formula, see [Sch47, Spe83 ].”
• Edgeworth Expansions for Realized Volatility and Related Estimators (2011, methodology): “To pass from conditional to unconditional third cumulants, we will use general formulae for this purpose (see Brillinger (1969), Speed (1983) , and also Chapter 2 in McCullagh (1987)):”