Asymptotic expansion for functionals of a marked point process

Communications in Statistics - Theory and Methods

Volumn 39, Issue 8-9, 2010, Pages 1449-1465

  Sakamoto, Yuji ^a   Yoshida, Nakahiro ^b  

^a KOBE UNIVERSITY   (Japan)

^b JAPAN SCIENCE AND TECHNOLOGY AGENCY   (Japan)

Author keywords

Asymptotic expansion; Malliavin calculus; Marked point process; Mixing; Point process; Sampling

Indexed keywords

ASYMPTOTIC EXPANSION; DIFFUSION PROCESS; FUNCTIONALS; M-ESTIMATORS; MALLIAVIN CALCULUS; MARKED POINT PROCESS; MIXING POINT; MOVING AVERAGE PROCESS; POINT PROCESS;

CALCULATIONS;

ASYMPTOTIC ANALYSIS;

EID: 77951988441     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920903521917     Document Type: Conference Paper

References (7)

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