Expansion of perturbed random variables based on generalized Wiener functionals

DOI10.1006/JMVA.1996.0053MaRDI QIDQ1817488zbMATH OpenOpenAlexFDO

Authors 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

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

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