Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property

DOI10.1007/BF02530541zbMath1063.62017MaRDI QIDQ1768100

Yuji Sakamoto, Nakahiro Yoshida

Publication date: 14 March 2005

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

geometric mixingepsilon-Markov process

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inference from stochastic processes (62M99) Stochastic calculus of variations and the Malliavin calculus (60H07)

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