On the estimation of smooth densities for Poisson functionals

zbMATH Open1167.60330MaRDI QIDQ3622352FDOQ3622352

Authors: Yingchao Xie 

Publication date: 28 April 2009

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zbMATH Keywords

Malliavin calculusPoisson functionalstochastic differential equation with jumpsestimation of smooth densities

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

Cited In (3)

• Density estimation of functionals of spatial point processes with application to wireless networks
• On the distances between probability density functions
• On the estimation of smooth densities by strict probability densities at optimal rates in sup-norm

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