JOURNAL OF THE JAPAN STATISTICAL SOCIETY
Online ISSN : 1348-6365
Print ISSN : 1882-2754
ISSN-L : 1348-6365
Articles
Asymptotic Expansion for Stochastic Processes: an Overview and Examples
Yuji SakamotoNakahiro Yoshida
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JOURNAL FREE ACCESS

2008 Volume 38 Issue 1 Pages 173-185

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Abstract

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.

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© 2008 Japan Statistical Society
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