Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (Q2636938): Difference between revisions

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Latest revision as of 08:24, 7 July 2024

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Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling
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    Local asymptotic normality property for Ornstein-Uhlenbeck processes with jumps under discrete sampling (English)
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    18 February 2014
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    Fisher information
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    high frequency
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    Malliavin calculus
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    Lévy process
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    optimal estimation
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    rate of convergence
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