Asymptotic Expansion for Functionals of a Marked Point Process

DOI10.1080/03610920903521917zbMath1318.62274OpenAlexW2024523104MaRDI QIDQ3585249

Yuji Sakamoto, Nakahiro Yoshida

Publication date: 19 August 2010

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920903521917

zbMATH Keywords

samplingasymptotic expansionMalliavin calculuspoint processmixingmarked point process

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Stochastic calculus of variations and the Malliavin calculus (60H07) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Limit theorems in probability theory (60F99)

Related Items (1)

Asymptotic expansion and estimates of Wiener functionals

Cites Work

• On polynomial mixing bounds for stochastic differential equations
• Malliavin calculus, geometric mixing, and expansion of diffusion functionals
• Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property
• Bounds for the Mixing Rate in the Theory of Stochastic Equations

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