Expansion of perturbed random variables based on generalized Wiener functionals

DOI10.1006/jmva.1996.0053zbMath0866.60046OpenAlexW2007222732MaRDI QIDQ1817488

Yuji Sakamoto, Nakahiro Yoshida

Publication date: 20 July 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1996.0053

zbMATH Keywords

asymptotic expansionMalliavin calculusperturbed Wiener functionalscale mixture estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (5)

High order asymptotic expansion for Wiener functionals ⋮ Asymptotic expansion and estimates of Wiener functionals ⋮ Expansions of the coverage probabilities of prediction region based on a shrinkage estimator ⋮ Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property ⋮ Conditional expansions and their applications.

This page was built for publication: Expansion of perturbed random variables based on generalized Wiener functionals