Expansion of perturbed random variables based on generalized wiener functionals

Journal of Multivariate Analysis

Volumn 59, Issue 1, 1996, Pages 34-59

  Sakamoto, Yuji ^a   Yoshida, Nakahiro ^b  

^a NAGOYA UNIVERSITY   (Japan)

^b INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

Author keywords

Asymptotic expansion; Malliavin calculus; Scale mixture

Indexed keywords

EID: 0030268426     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.0053     Document Type: Article

References (18)

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