Partial mixing and Edgeworth expansion

• 成果类型: Article
• 署名作者: Yoshida, N
• 署名单位: University of Tokyo
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-003-0325-8
• 发表日期: 2004
• 页码: 559-624
• 关键词: CENTRAL-LIMIT-THEOREM; asymptotic expansions; malliavin calculus; support theorem; sums

摘要

Introducing a conditional mixing property, Gotze and Hipp's theory is generalized to a continuous-time conditional epsilon-Markov process satisfying this property. The Malliavin calculus for jump processes applies to random-coefficient stochastic differential equations with jumps with the aid of the support theorem to verify the non-degeneracy condition, i.e., a conditional type Cramer condition.