Stochastic calculus, statistical asymptotics, Taylor strings and phyla

DOI10.5802/afst.773zbMath0815.62002OpenAlexW2051527970MaRDI QIDQ1327537

Wilfrid S. Kendall, Peter E. Jupp, Ole Eiler Barndorff-Nielsen

Publication date: 19 June 1994

Published in: Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AFST_1994_6_3_1_5_0

zbMATH Keywords

surveycomputer algebraREDUCEjet bundlesconnectionsemimartingalenatural bundlesderivative stringIto calculussemi-holonomic jetsphylon groupconnection stringcoordinate stringdifferential stringhigher-order calculusinvariance considerationsinvariant Taylor seriesphylasecond-order stochastic calculusstatistical asymptoticsstatistical yokesstring fieldsymbolic Ito calculusTaylor strings

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Foundations and philosophical topics in statistics (62A01) Applications of stochastic analysis (to PDEs, etc.) (60H30) Jets in global analysis (58A20) Stochastic integrals (60H05) Stochastic analysis (60H99)

Related Items

The geometric structure of the expected/observed likelihood expansions ⋮ Computer algebra in probability and statistics ⋮ A parameterisation-invariant modification of the score test ⋮ Unnamed Item ⋮ Finite-dimensional algebraic representations of the infinite phylon group

Uses Software

• REDUCE

Cites Work

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