On the estimation of smooth densities for Poisson functionals

MaRDI QIDQ3622352zbMATH OpenFDO

Authors Yingchao Xie

Publication date 28 April 2009

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)

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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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