LAN property for an ergodic diffusion with jumps (Q5280372): Difference between revisions
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scientific article; zbMATH DE number 6750741
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | LAN property for an ergodic diffusion with jumps |
scientific article; zbMATH DE number 6750741 |
Statements
LAN property for an ergodic diffusion with jumps (English)
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20 July 2017
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jump-diffusion process
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local asymptotic normality
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asymptotic efficiency
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Malliavin calculus
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Brownian motion
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Poisson random measure
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