High order asymptotic expansion for Wiener functionals (Q6048984)

scientific article; zbMATH DE number 7738480

Language	Label	Description	Also known as
English	High order asymptotic expansion for Wiener functionals	scientific article; zbMATH DE number 7738480

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instance of

scholarly article

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title

High order asymptotic expansion for Wiener functionals (English)

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Stochastic Processes and their Applications

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publication date

15 September 2023

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full work available at URL

https://arxiv.org/abs/1909.09019

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zbMATH Keywords

asymptotic expansion

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Malliavin calculus

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central limit theorem

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cumulants

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wave equation

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MaRDI profile type

MaRDI publication profile

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cites work

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Asymptotic expansions for martingales

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Quantitative stable limit theorems on the Wiener space

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Asymptotic expansion of Skorohod integrals

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An Asymptotic Expansion for the Distribution of the Linear Discriminant Function

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Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer

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Edgeworth expansion for the pre-averaging estimator

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Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe

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Identifiers

arXiv ID

1909.09019

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DOI

10.1016/j.spa.2023.07.001

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6048984