Expansion of perturbed random variables based on generalized Wiener functionals
From MaRDI portal
Publication:1817488
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
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