Asymptotic expansion of the quadratic variation of fractional stochastic differential equation
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Cites work
- A Course in Mathematical Statistics and Large Sample Theory
- An Asymptotic Expansion for the Distribution of the Linear Discriminant Function
- Are classes of deterministic integrands for fractional Brownian motion on an interval complete?
- Asymptotic distribution of statistics in time series
- Asymptotic efficiency of statistical estimators: concepts and higher order asymptotic efficiency
- Asymptotic expansion for functionals of a marked point process
- Asymptotic expansion for vector-valued sequences of random variables with focus on Wiener chaos
- Asymptotic expansion formulas for functionals of \(\varepsilon\)-Markov processes with a mixing property
- Asymptotic expansion of Skorohod integrals
- Asymptotic expansion of the quadratic variation of a mixed fractional Brownian motion
- Asymptotic Expansion Under Degeneracy
- Asymptotic expansions and bootstrapping distributions for dependent variables: A martingale approach
- Asymptotic expansions for general statistical models. With the assist. of W. Wefelmeyer
- Asymptotic expansions for martingales
- Asymptotic expansions for sums of weakly dependent random vectors
- Bootstrap methods: another look at the jackknife
- Differential equations driven by fractional Brownian motion
- Differential-geometrical methods in statistics
- Edgeworth expansion for Euler approximation of continuous diffusion processes
- Edgeworth expansion for functionals of continuous diffusion processes
- Edgeworth expansion for the pre-averaging estimator
- Generalised information criteria in model selection
- Higher order asymptotics.
- scientific article; zbMATH DE number 3504208 (Why is no real title available?)
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- Information criteria for small diffusions via the theory of Malliavin-Watanabe
- Information criteria in model selection for mixing processes
- Integration questions related to fractional Brownian motion
- Limits for weighted \(p\)-variations and likewise functionals of fractional diffusions with drift
- Malliavin calculus and asymptotic expansion for martingales
- Malliavin calculus and martingale expansion
- Malliavin calculus for stochastic differential equations driven by a fractional Brownian motion
- Malliavin calculus, geometric mixing, and expansion of diffusion functionals
- Martingale expansion in mixed normal limit
- On asymptotic properties of predictive distributions
- On the validity of the formal Edgeworth expansion
- Order estimate of functionals related to fractional Brownian motion
- Partial mixing and Edgeworth expansion
- Quantitative stable limit theorems on the Wiener space
- Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions
- Rates of Weak Convergence and Asymptotic Expansions for Classical Central Limit Theorems
- Saddlepoint approximations
- Selected aspects of fractional Brownian motion.
- The bootstrap and Edgeworth expansion
- The Malliavin Calculus and Related Topics
- Third-order asymptotic expansion of \(M\)-estimators for diffusion processes
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