How to cite item

Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process

   
@article{ECP2726,
	author = {Hiroki Masuda and Nakahiro Yoshida},
	title = {Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process},
	journal = {Electron. Commun. Probab.},
	fjournal = {Electronic Communications in Probability},
	volume = {18},
	year = {2013},
	keywords = {Edgeworth expansion; mixing property; L¥'evy driven Ornstein-Uhlenbeck process},
	abstract = {We verify the Edgeworth expansion of any order for the integrated ergodic Lévy driven Ornstein-Uhlenbeck process, applying a Malliavin calculus with truncation over the Wiener-Poisson space. Due to the special structure of the model, each coefficient of the expansion can be given in a closed form.},
	pages = {no. 94, 1-10},
	issn = {1083-589X},
	doi = {10.1214/ECP.v18-2726},    
        url = {http://ecp.ejpecp.org/article/view/2726}}