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  • 标题:Asymptotic Expansion for Stochastic Processes: an Overview and Examples
  • 本地全文:下载
  • 作者:Yuji Sakamoto ; Nakahiro Yoshida
  • 期刊名称:JOURNAL OF THE JAPAN STATISTICAL SOCIETY
  • 印刷版ISSN:1882-2754
  • 电子版ISSN:1348-6365
  • 出版年度:2008
  • 卷号:38
  • 期号:1
  • 页码:173-185
  • DOI:10.14490/jjss.38.173
  • 出版社:JAPAN STATISTICAL SOCIETY
  • 摘要:The asymptotic expansion method for ε -Markov processes with a mixing property is briefly reviewed. It is illustrated by a point process marked by a diffusion process. As a typical application, the expansion formula for the M -estimator based on ε -Markov data is exhibited.
  • 关键词:Asymptotic expansions; ε -Markov process;Malliavin calculus
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