Applications of the Malliavin calculus to higher order statistical inference
Nakahiro Yoshida · Institutional Repositories DataBase (IRDB) · 1992
Using the Malliavin calculus we can derive asymptotic expansions of mean values of statistics related to small diffusions.Applications to statistics and econommics are mentioned. 'AMS 1980 subject classifications. $62E20,62F12,62M05$