Asymptotic expansion for functionals of a marked point process

DOI10.1080/03610920903521917zbMATH Open1318.62274OpenAlexW2024523104MaRDI QIDQ3585249FDOQ3585249

Authors: 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

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• A note on expansion for functionals of spatial marked point processes
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zbMATH Keywords

samplingasymptotic expansionMalliavin calculuspoint processmarked point processmixing

Mathematics Subject Classification ID

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

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

Cited In (9)

• Asymptotic expansion of the quadratic variation of fractional stochastic differential equation
• Asymptotic expansion and estimates of Wiener functionals
• Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property
• A note on expansion for functionals of spatial marked point processes
• Qualitative and asymptotic properties of stochastic integrals related to random marked point processes
• Empirical distributions in marked point processes
• Asymptotic expansions for functionals of dilation of point processes
• Title not available (Why is that?)
• Asymptotic expansions for Markov processes with Lévy generators

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