IDEAS home Printed from https://ideas.repec.org/a/spr/sistpr/v1y1998i1p85-103.html
   My bibliography  Save this article

Asymptotic Expansion of M ‐Estimator Over Wiener Space

Author

Listed:
  • Yuji Sakamoto
  • Nakahiro Yoshida

Abstract

No abstract is available for this item.

Suggested Citation

  • Yuji Sakamoto & Nakahiro Yoshida, 1998. "Asymptotic Expansion of M ‐Estimator Over Wiener Space," Statistical Inference for Stochastic Processes, Springer, vol. 1(1), pages 85-103, January.
    • Handle: RePEc:spr:sistpr:v:1:y:1998:i:1:p:85-103
    DOI: 10.1023/A:1009901327790
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1023/A:1009901327790
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1023/A:1009901327790?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Nakahiro Yoshida, 1988. "Robust M-estimators in diffusion processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 40(4), pages 799-820, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Akihiko Takahashi & Kohta Takehara, 2009. "Asymptotic Expansion Approaches in Finance: Applications to Currency Options," CARF F-Series CARF-F-165, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    2. Akihiko Takahashi & Kohta Takehara, 2009. "Asymptotic Expansion Approaches in Finance: Applications to Currency Options," CIRJE F-Series CIRJE-F-654, CIRJE, Faculty of Economics, University of Tokyo.
    3. Sonja Rieder, 2012. "Robust parameter estimation for the Ornstein–Uhlenbeck process," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 411-436, November.
    4. Yoshida, Nakahiro, 2023. "Asymptotic expansion and estimates of Wiener functionals," Stochastic Processes and their Applications, Elsevier, vol. 157(C), pages 176-248.
    5. Yoshida, Nakahiro, 2013. "Martingale expansion in mixed normal limit," Stochastic Processes and their Applications, Elsevier, vol. 123(3), pages 887-933.
    6. Tudor, Ciprian A. & Yoshida, Nakahiro, 2023. "High order asymptotic expansion for Wiener functionals," Stochastic Processes and their Applications, Elsevier, vol. 164(C), pages 443-492.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ferrán, Edgardo A. & Ferrara, Pascual, 1992. "A neural network dynamics that resembles protein evolution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 185(1), pages 395-401.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sistpr:v:1:y:1998:i:1:p:85-103. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.